+55.0%
EWZ vs XYZ
-69.4%
+124.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | -1.0% | +7.5% | +6.6% |
| 30D | +4.8% | -1.7% | +6.6% | +5.0% |
| 3M | +9.9% | +16.7% | -6.9% | +7.5% |
| 6M | +1.9% | +26.9% | -24.9% | -1.5% |
| YTD | +20.3% | +27.1% | -6.8% | +15.8% |
| 1Y | +35.6% | +9.3% | +26.4% | +32.6% |
| 3Y | +43.4% | +42.3% | +1.2% | +32.0% |
| All | +55.0% | -69.4% | +124.4% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling