+92.6%
EWZ vs XYZ
+580.4%
-487.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.1% | -3.7% | +3.7% | +0.7% |
| 30D | +8.2% | +0.5% | +7.7% | +7.9% |
| 3M | +13.3% | +16.3% | -3.0% | +9.5% |
| 6M | +3.6% | +21.1% | -17.6% | -1.0% |
| YTD | +21.0% | +22.0% | -1.0% | +14.6% |
| 1Y | +34.7% | +5.2% | +29.5% | +30.7% |
| 3Y | +48.3% | +49.6% | -1.3% | +27.1% |
| 5Y | +60.1% | -68.4% | +128.5% | +81.0% |
| 10Y | +92.6% | +604.5% | -512.0% | 0.0% |
| All | +92.6% | +580.4% | -487.8% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling