+55.3%
ON vs EWZ
+33.5%
+21.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +9.0% |
| 7D | +2.4% | +0.9% | +1.5% | +1.8% |
| 30D | -8.6% | +12.8% | -21.4% | -14.8% |
| 3M | -34.3% | +10.8% | -45.1% | -38.1% |
| 6M | +28.5% | +2.5% | +26.0% | +24.9% |
| YTD | +40.6% | +21.4% | +19.3% | +19.9% |
| 1Y | +55.3% | +32.8% | +22.5% | +11.4% |
| All | +55.3% | +33.5% | +21.8% | +11.4% |
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