+57.8%
EWZ vs P
+247.4%
-189.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.3% |
| 7D | -1.5% | -23.8% | +22.3% | +1.0% |
| 30D | -24.5% | -36.6% | +12.1% | -21.4% |
| 3M | -10.7% | +10.9% | -21.6% | -12.9% |
| 6M | -19.1% | +30.0% | -49.1% | -23.3% |
| YTD | +1.6% | +44.4% | -42.8% | -5.3% |
| 1Y | +4.3% | +3.9% | +0.4% | +0.2% |
| 3Y | +19.0% | +176.6% | -157.6% | -4.4% |
| All | +57.8% | +247.4% | -189.6% | +21.8% |
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