+210.0%
SHEL vs EWZ
+94.8%
+115.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +4.1% | +0.9% | +3.2% | +3.7% |
| 30D | +8.4% | +12.8% | -4.4% | +2.9% |
| 3M | +13.7% | +10.8% | +3.0% | +8.5% |
| 6M | +12.7% | +2.5% | +10.2% | +10.5% |
| YTD | +35.3% | +21.4% | +14.0% | +22.9% |
| 1Y | +39.4% | +32.8% | +6.6% | +21.4% |
| 3Y | +71.5% | +45.2% | +26.3% | +41.1% |
| 5Y | +195.0% | +63.0% | +132.0% | +123.5% |
| All | +210.0% | +94.8% | +115.2% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling