+245.0%
ON vs EWZ
+436.1%
-191.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +2.4% | +6.5% | -4.1% | -1.4% |
| 30D | -3.3% | +4.8% | -8.1% | -6.2% |
| 3M | -43.6% | +9.9% | -53.5% | -46.7% |
| 6M | +19.0% | +1.9% | +17.0% | +16.8% |
| YTD | +37.4% | +20.3% | +17.1% | +22.2% |
| 1Y | +54.8% | +35.6% | +19.1% | +28.2% |
| 3Y | -25.2% | +43.4% | -68.6% | -40.4% |
| 5Y | +62.7% | +55.9% | +6.8% | +17.6% |
| 10Y | +574.3% | +84.2% | +490.2% | +305.8% |
| All | +245.0% | +436.1% | -191.1% | -13.2% |
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