+37.9%
EWZ vs S
-56.8%
+94.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +6.5% | -7.7% | +14.2% | +7.1% |
| 30D | +4.8% | -5.3% | +10.2% | +5.1% |
| 3M | +9.9% | +20.3% | -10.4% | +7.9% |
| 6M | +1.9% | +47.4% | -45.4% | -1.9% |
| YTD | +20.3% | +32.5% | -12.2% | +16.6% |
| 1Y | +35.6% | +9.5% | +26.1% | +33.4% |
| 3Y | +43.4% | +15.5% | +27.9% | +38.6% |
| 5Y | +55.9% | -71.2% | +127.2% | +60.1% |
| All | +37.9% | -56.8% | +94.7% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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