+156.8%
EWZ vs XYZ
+638.9%
-482.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 6M | +1.9% | +26.9% | -24.9% | -3.3% |
| YTD | +20.3% | +27.1% | -6.8% | +13.2% |
| 1Y | +35.6% | +9.3% | +26.4% | +30.7% |
| 3Y | +43.4% | +42.3% | +1.2% | +24.8% |
| 5Y | +55.9% | -69.3% | +125.3% | +76.1% |
| 10Y | +84.2% | +586.8% | -502.7% | -0.5% |
| All | +156.8% | +638.9% | -482.2% | +29.2% |
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