+13,164.2%
GOOG vs EWZ
+436.1%
+12,728.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -7.7% | +8.2% | -15.8% | -10.2% |
| 3M | -9.3% | +13.3% | -22.6% | -13.3% |
| 6M | +7.4% | +3.6% | +3.9% | +5.8% |
| YTD | +4.9% | +21.0% | -16.1% | -2.3% |
| 1Y | +37.2% | +34.7% | +2.6% | +23.0% |
| 3Y | +141.6% | +48.3% | +93.3% | +107.4% |
| 5Y | +128.8% | +60.1% | +68.7% | +85.9% |
| 10Y | +772.7% | +92.6% | +680.2% | +506.2% |
| All | +13,164.2% | +436.1% | +12,728.1% | +6,000.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling