+55.0%
EWZ vs P
+276.6%
-221.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +6.5% | +6.5% | 0.0% | +5.7% |
| 30D | +4.8% | +18.8% | -14.0% | +2.3% |
| 3M | +9.9% | +26.7% | -16.9% | +6.0% |
| 6M | +1.9% | +62.2% | -60.2% | -5.3% |
| YTD | +20.3% | +48.5% | -28.2% | +12.5% |
| 1Y | +35.6% | +26.4% | +9.2% | +28.0% |
| 3Y | +43.4% | +159.4% | -116.0% | +17.0% |
| All | +55.0% | +276.6% | -221.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling