+43.3%
SHEL vs EWZ
+7.8%
+35.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.4% |
| 7D | -3.2% | -4.1% | +0.9% | -2.8% |
| 30D | +5.5% | -25.0% | +30.5% | +8.5% |
| 3M | +14.4% | -10.6% | +25.0% | +14.7% |
| 6M | +16.2% | -16.6% | +32.8% | +18.1% |
| YTD | +42.4% | +2.5% | +39.9% | +37.4% |
| 1Y | +43.3% | +8.1% | +35.2% | +35.0% |
| All | +43.3% | +7.8% | +35.5% | +35.0% |
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