+33.3%
SHEL vs EWZ
+36.3%
-3.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.2% | +6.5% | -4.3% | +1.2% |
| 30D | +6.8% | +4.8% | +2.0% | +6.0% |
| 3M | +8.1% | +9.9% | -1.8% | +6.2% |
| 6M | +14.4% | +1.9% | +12.5% | +14.0% |
| YTD | +30.0% | +20.3% | +9.7% | +24.1% |
| 1Y | +33.3% | +35.6% | -2.3% | +24.2% |
| All | +33.3% | +36.3% | -3.0% | +24.2% |
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 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