+57.8%
EWZ vs O
+10.1%
+47.7%
-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% | +1.5% | +1.0% |
| 7D | -1.5% | +3.7% | -5.2% | -2.8% |
| 30D | -24.5% | +11.2% | -35.7% | -27.5% |
| 3M | -10.7% | -4.0% | -6.7% | -9.4% |
| 6M | -19.1% | -5.2% | -13.8% | -17.7% |
| YTD | +1.6% | +9.5% | -7.9% | -2.4% |
| 1Y | +4.3% | +10.6% | -6.3% | -0.3% |
| 3Y | +19.0% | +38.1% | -19.1% | +1.2% |
| All | +57.8% | +10.1% | +47.7% | +48.7% |
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 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