+443.1%
EWZ vs RF
+319.0%
+124.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.3% |
| 7D | +5.6% | +2.7% | +2.9% | +4.7% |
| 30D | +9.3% | -3.4% | +12.6% | +10.3% |
| 3M | +15.7% | +6.4% | +9.3% | +13.3% |
| 6M | +7.4% | +13.4% | -6.0% | +3.2% |
| YTD | +22.7% | +14.2% | +8.4% | +17.4% |
| 1Y | +36.4% | +15.7% | +20.7% | +29.7% |
| 3Y | +50.4% | +91.3% | -40.9% | +20.1% |
| 5Y | +67.6% | +89.8% | -22.1% | +30.5% |
| 10Y | +84.1% | +336.7% | -252.6% | +8.3% |
| All | +443.1% | +319.0% | +124.1% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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