+50.3%
EWZ vs O
+69.9%
-19.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +1.4% | +3.3% | -1.9% | -0.4% |
| 30D | -25.1% | +10.3% | -35.4% | -29.0% |
| 3M | -7.7% | -3.5% | -4.3% | -6.2% |
| 6M | -15.8% | -1.3% | -14.6% | -15.8% |
| YTD | +3.6% | +10.3% | -6.7% | -2.6% |
| 1Y | +5.5% | +10.4% | -4.9% | -0.9% |
| 3Y | +22.1% | +40.0% | -17.9% | -1.5% |
| 5Y | +58.3% | +12.4% | +46.0% | +42.6% |
| 10Y | +50.3% | +78.2% | -27.9% | +10.7% |
| All | +50.3% | +69.9% | -19.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling