+432.5%
EWZ vs NYT
+122.3%
+310.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | -1.3% | +7.8% | +6.9% |
| 30D | +4.8% | +2.7% | +2.1% | +3.9% |
| 3M | +9.9% | -10.3% | +20.2% | +12.8% |
| 6M | +1.9% | -16.6% | +18.5% | +6.7% |
| YTD | +20.3% | -2.3% | +22.6% | +19.4% |
| 1Y | +35.6% | +15.0% | +20.6% | +27.4% |
| 3Y | +43.4% | +57.1% | -13.7% | +19.1% |
| 5Y | +55.9% | +37.2% | +18.8% | +30.6% |
| 10Y | +84.2% | +464.3% | -380.2% | -8.2% |
| All | +432.5% | +122.3% | +310.2% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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