+8.1%
EWZ vs XYZ
+19.9%
-11.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +15.3% | -13.7% | -0.5% |
| 7D | -4.1% | +16.5% | -20.6% | -6.2% |
| 30D | -25.0% | +15.0% | -39.9% | -26.5% |
| 3M | -10.6% | +3.5% | -14.2% | -11.6% |
| 6M | -16.6% | +21.9% | -38.5% | -19.2% |
| YTD | +2.5% | +34.6% | -32.2% | -1.7% |
| 1Y | +8.1% | +20.7% | -12.7% | +3.9% |
| All | +8.1% | +19.9% | -11.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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