+229.6%
ON vs EWZ
+356.2%
-126.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.4% |
| 7D | +12.2% | +0.8% | +11.5% | +11.8% |
| 30D | -3.1% | -24.4% | +21.2% | +11.5% |
| 3M | -12.9% | -4.6% | -8.3% | -13.2% |
| 6M | -38.6% | -11.6% | -27.0% | -36.1% |
| YTD | +31.2% | +2.4% | +28.8% | +24.5% |
| 1Y | +47.6% | +2.1% | +45.6% | +40.0% |
| 3Y | +6.6% | +18.7% | -12.1% | -8.1% |
| 5Y | +21.3% | +54.2% | -32.9% | -13.6% |
| 10Y | +533.3% | +65.9% | +467.5% | +296.5% |
| All | +229.6% | +356.2% | -126.7% | -11.5% |
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