+127.0%
EWZ vs P
+449.6%
-322.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.4% | +14.9% | +1.5% |
| 7D | -4.2% | -31.9% | +27.7% | +2.4% |
| 30D | -26.1% | -36.5% | +10.4% | -20.5% |
| 3M | -12.0% | +11.6% | -23.6% | -16.0% |
| 6M | -19.3% | +25.2% | -44.5% | -25.9% |
| YTD | +0.9% | +39.4% | -38.5% | -10.2% |
| 1Y | +3.4% | -3.7% | +7.1% | -2.1% |
| 3Y | +18.6% | +167.3% | -148.7% | -17.4% |
| 5Y | +56.6% | +237.3% | -180.7% | -1.5% |
| 10Y | +50.3% | +698.6% | -648.3% | -30.9% |
| All | +127.0% | +449.6% | -322.7% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling