+19.8%
EWZ vs XYZ
+61.9%
-42.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.5% | +12.1% | -13.6% | -3.3% |
| 30D | -24.5% | +12.4% | -36.9% | -25.9% |
| 3M | -10.7% | +8.2% | -18.9% | -12.0% |
| 6M | -19.1% | +20.7% | -39.8% | -21.7% |
| YTD | +1.6% | +31.3% | -29.7% | -3.3% |
| 1Y | +4.3% | +20.5% | -16.2% | +0.3% |
| All | +19.8% | +61.9% | -42.2% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling