+8.1%
EWZ vs PL
-0.6%
+8.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +2.0% |
| 7D | -4.1% | -11.7% | +7.6% | -3.5% |
| 30D | -25.0% | -27.1% | +2.2% | -23.8% |
| 3M | -10.6% | -44.6% | +34.0% | -8.0% |
| 6M | -16.6% | -67.2% | +50.6% | -12.0% |
| YTD | +2.5% | -35.9% | +38.3% | +3.8% |
| 1Y | +8.1% | -0.4% | +8.5% | +6.2% |
| All | +8.1% | -0.6% | +8.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling