+130.5%
EWZ vs P
+557.5%
-427.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.6% |
| 7D | -4.1% | -19.4% | +15.3% | -0.4% |
| 30D | -25.0% | -22.3% | -2.6% | -22.0% |
| 3M | -10.6% | +33.2% | -43.8% | -17.2% |
| 6M | -16.6% | +53.6% | -70.2% | -26.1% |
| YTD | +2.5% | +66.8% | -64.3% | -11.5% |
| 1Y | +8.1% | +17.5% | -9.5% | -1.2% |
| 3Y | +20.4% | +219.7% | -199.3% | -18.6% |
| 5Y | +62.7% | +307.8% | -245.1% | -0.9% |
| 10Y | +52.6% | +855.3% | -802.7% | -31.9% |
| All | +130.5% | +557.5% | -427.0% | +1.6% |
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 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