+66.5%
EWZ vs P
+652.0%
-585.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +0.8% | +11.6% | -10.9% | -1.4% |
| 30D | -24.4% | -23.7% | -0.7% | -21.2% |
| 3M | -4.6% | -8.0% | +3.4% | -4.9% |
| 6M | -11.6% | +27.9% | -39.5% | -19.0% |
| YTD | +2.4% | +61.2% | -58.8% | -11.8% |
| 1Y | +2.1% | +28.6% | -26.5% | -9.0% |
| 3Y | +18.7% | +200.5% | -181.8% | -20.6% |
| 5Y | +54.2% | +282.9% | -228.8% | -8.0% |
| All | +66.5% | +652.0% | -585.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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