+18.1%
EWZ vs P
+166.1%
-147.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.4% | +14.9% | -0.4% |
| 7D | -4.2% | -31.9% | +27.7% | -1.7% |
| 30D | -26.1% | -36.5% | +10.4% | -23.9% |
| 3M | -12.0% | +11.6% | -23.6% | -13.8% |
| 6M | -19.3% | +25.2% | -44.5% | -22.3% |
| YTD | +0.9% | +39.4% | -38.5% | -4.2% |
| 1Y | +3.4% | -3.7% | +7.1% | +0.6% |
| All | +18.1% | +166.1% | -147.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling