+118.0%
NOK vs EWZ
+36.3%
+81.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | -1.8% | +6.5% | -8.3% | -4.1% |
| 30D | +4.7% | +4.8% | -0.1% | +2.9% |
| 3M | -39.7% | +9.9% | -49.5% | -41.5% |
| 6M | +23.1% | +1.9% | +21.1% | +20.4% |
| YTD | +55.0% | +20.3% | +34.7% | +46.3% |
| 1Y | +118.0% | +35.6% | +82.4% | +97.0% |
| All | +118.0% | +36.3% | +81.7% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling