+170.5%
EWZ vs P
+485.4%
-314.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +6.5% | +6.5% | 0.0% | +5.2% |
| 30D | +4.8% | +18.8% | -14.0% | +0.6% |
| 3M | +9.9% | +26.7% | -16.9% | +3.3% |
| 6M | +1.9% | +62.2% | -60.2% | -9.8% |
| YTD | +20.3% | +48.5% | -28.2% | +7.6% |
| 1Y | +35.6% | +26.4% | +9.2% | +23.1% |
| 3Y | +43.4% | +159.4% | -116.0% | +2.7% |
| 5Y | +55.9% | +275.8% | -219.8% | -2.7% |
| 10Y | +84.2% | +732.0% | -647.9% | -14.9% |
| All | +170.5% | +485.4% | -314.8% | +23.5% |
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