+8.1%
EWZ vs LYB
+622.7%
-614.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +4.8% | +8.7% | -3.9% | +0.8% |
| 3M | +9.9% | -3.0% | +12.9% | +10.4% |
| 6M | +1.9% | +4.7% | -2.8% | -3.8% |
| YTD | +20.3% | +51.6% | -31.3% | -5.0% |
| 1Y | +35.6% | +24.4% | +11.3% | +15.8% |
| 3Y | +43.4% | -23.5% | +66.9% | +48.5% |
| 5Y | +55.9% | -6.5% | +62.4% | +42.4% |
| 10Y | +84.2% | +40.5% | +43.7% | +25.0% |
| All | +8.1% | +622.7% | -614.6% | -67.6% |
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