-8.0%
EWZ vs LYB
+633.0%
-641.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +0.8% | +6.1% | -5.4% | -1.8% |
| 30D | -24.4% | +5.3% | -29.7% | -26.4% |
| 3M | -4.6% | +4.3% | -8.9% | -7.2% |
| 6M | -11.6% | -10.8% | -0.8% | -8.8% |
| YTD | +2.4% | +53.8% | -51.4% | -20.2% |
| 1Y | +2.1% | +50.5% | -48.4% | -20.2% |
| 3Y | +18.7% | -16.4% | +35.1% | +17.0% |
| 5Y | +54.2% | -4.8% | +59.0% | +38.7% |
| 10Y | +65.9% | +38.2% | +27.7% | +12.8% |
| All | -8.0% | +633.0% | -641.1% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling