+66.5%
EWZ vs O
+80.9%
-14.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +0.8% | -0.4% | +1.1% | +1.0% |
| 30D | -24.4% | +7.1% | -31.5% | -27.2% |
| 3M | -4.6% | -5.2% | +0.6% | -2.1% |
| 6M | -11.6% | -1.8% | -9.8% | -11.3% |
| YTD | +2.4% | +9.1% | -6.7% | -3.2% |
| 1Y | +2.1% | +9.7% | -7.6% | -3.8% |
| 3Y | +18.7% | +39.1% | -20.4% | -3.9% |
| 5Y | +54.2% | +8.4% | +45.8% | +41.8% |
| All | +66.5% | +80.9% | -14.4% | +26.5% |
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