+11,791.0%
GOOGL vs EWZ
+353.7%
+11,437.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | -14.9% | -24.4% | +9.4% | -7.4% |
| 3M | -14.6% | -4.6% | -10.0% | -14.5% |
| 6M | -26.4% | -11.6% | -14.9% | -24.5% |
| YTD | -5.3% | +2.4% | -7.7% | -7.9% |
| 1Y | +6.5% | +2.1% | +4.4% | +3.4% |
| 3Y | +126.0% | +18.7% | +107.3% | +106.6% |
| 5Y | +100.8% | +54.2% | +46.7% | +63.5% |
| 10Y | +673.8% | +65.9% | +607.9% | +459.3% |
| All | +11,791.0% | +353.7% | +11,437.3% | +5,609.6% |
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