+2.1%
EWZ vs XRT
+12.7%
-10.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.8% | +1.7% | -1.0% | +0.2% |
| 30D | -24.4% | +7.5% | -31.9% | -26.4% |
| 3M | -4.6% | +2.2% | -6.8% | -5.3% |
| 6M | -11.6% | +14.7% | -26.2% | -17.5% |
| YTD | +2.4% | +7.5% | -5.1% | -3.2% |
| 1Y | +2.1% | +14.1% | -12.0% | -4.3% |
| All | +2.1% | +12.7% | -10.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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