+13,193.3%
GOOGL vs EWZ
+436.1%
+12,757.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -7.5% | +8.2% | -15.6% | -10.0% |
| 3M | -9.2% | +13.3% | -22.5% | -13.1% |
| 6M | +8.1% | +3.6% | +4.5% | +6.4% |
| YTD | +5.8% | +21.0% | -15.1% | -1.4% |
| 1Y | +38.3% | +34.7% | +3.7% | +24.0% |
| 3Y | +144.8% | +48.3% | +96.5% | +110.1% |
| 5Y | +132.5% | +60.1% | +72.5% | +88.9% |
| 10Y | +746.7% | +92.6% | +654.1% | +488.4% |
| All | +13,193.3% | +436.1% | +12,757.2% | +6,014.6% |
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