+144.9%
EWZ vs XRT
+514.3%
-369.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.4% |
| 7D | +6.5% | +0.8% | +5.7% | +5.9% |
| 30D | +4.8% | -4.2% | +9.0% | +7.9% |
| 3M | +9.9% | +5.1% | +4.8% | +5.7% |
| 6M | +1.9% | +2.4% | -0.5% | -0.2% |
| YTD | +20.3% | +3.2% | +17.1% | +16.9% |
| 1Y | +35.6% | +1.5% | +34.1% | +32.6% |
| 3Y | +43.4% | +40.6% | +2.9% | +7.6% |
| 5Y | +55.9% | -1.0% | +56.9% | +40.5% |
| 10Y | +84.2% | +128.4% | -44.3% | -25.8% |
| All | +144.9% | +514.3% | -369.4% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling