+19.0%
EWZ vs XRT
+49.6%
-30.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -24.5% | +7.9% | -32.5% | -26.8% |
| 3M | -10.7% | -0.2% | -10.5% | -10.8% |
| 6M | -19.1% | +5.6% | -24.7% | -21.1% |
| YTD | +1.6% | +5.7% | -4.1% | -1.2% |
| 1Y | +4.3% | +14.6% | -10.3% | -1.7% |
| 3Y | +19.0% | +50.7% | -31.7% | +1.4% |
| All | +19.0% | +49.6% | -30.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling