+121.2%
EWZ vs XYZ
+690.7%
-569.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.3% |
| 7D | +1.4% | +14.9% | -13.5% | -1.5% |
| 30D | -25.1% | +14.7% | -39.8% | -27.2% |
| 3M | -7.7% | +12.1% | -19.8% | -10.0% |
| 6M | -15.8% | +18.3% | -34.2% | -19.1% |
| YTD | +3.6% | +36.1% | -32.4% | -4.0% |
| 1Y | +5.5% | +35.3% | -29.8% | -2.4% |
| 3Y | +22.1% | +73.5% | -51.4% | +2.3% |
| 5Y | +58.3% | -61.6% | +120.0% | +69.6% |
| 10Y | +50.3% | +638.0% | -587.7% | -20.0% |
| All | +121.2% | +690.7% | -569.6% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling