+55.3%
EWZ vs XYZ
-64.1%
+119.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -1.5% | +12.1% | -13.6% | -3.0% |
| 30D | -24.5% | +12.4% | -36.9% | -25.7% |
| 3M | -10.7% | +8.2% | -18.9% | -11.8% |
| 6M | -19.1% | +20.7% | -39.8% | -21.3% |
| YTD | +1.6% | +31.3% | -29.7% | -2.7% |
| 1Y | +4.3% | +20.5% | -16.2% | +0.7% |
| 3Y | +19.0% | +72.6% | -53.7% | +7.3% |
| All | +55.3% | -64.1% | +119.4% | +65.1% |
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