+780.7%
GOOG vs EWZ
+94.8%
+685.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | 0.0% | +0.9% | -0.8% | -0.2% |
| 30D | -2.0% | +12.8% | -14.7% | -5.8% |
| 3M | -5.9% | +10.8% | -16.6% | -9.1% |
| 6M | +8.9% | +2.5% | +6.4% | +7.7% |
| YTD | +7.1% | +21.4% | -14.2% | +0.1% |
| 1Y | +39.7% | +32.8% | +6.9% | +26.5% |
| 3Y | +145.8% | +45.2% | +100.6% | +114.1% |
| 5Y | +138.6% | +63.0% | +75.6% | +95.2% |
| All | +780.7% | +94.8% | +685.9% | +557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling