+432.5%
EWZ vs USB
+601.6%
-169.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +6.5% | +1.4% | +5.1% | +5.8% |
| 30D | +4.8% | -1.3% | +6.2% | +5.4% |
| 3M | +9.9% | +15.2% | -5.3% | +2.7% |
| 6M | +1.9% | +18.8% | -16.9% | -6.1% |
| YTD | +20.3% | +21.0% | -0.7% | +9.7% |
| 1Y | +35.6% | +34.0% | +1.6% | +17.7% |
| 3Y | +43.4% | +95.3% | -51.9% | +1.1% |
| 5Y | +55.9% | +40.4% | +15.6% | +22.6% |
| 10Y | +84.2% | +107.3% | -23.2% | +17.1% |
| All | +432.5% | +601.6% | -169.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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