+55.0%
EWZ vs O
+13.2%
+41.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | -0.7% | +7.2% | +6.8% |
| 30D | +4.8% | -1.9% | +6.7% | +5.6% |
| 3M | +9.9% | +3.8% | +6.1% | +7.9% |
| 6M | +1.9% | -4.7% | +6.7% | +3.6% |
| YTD | +20.3% | +12.5% | +7.8% | +14.5% |
| 1Y | +35.6% | +10.8% | +24.8% | +29.7% |
| 3Y | +43.4% | +28.8% | +14.7% | +26.4% |
| All | +55.0% | +13.2% | +41.8% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling