+192.5%
SHEL vs EWZ
+60.3%
+132.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +3.9% | +1.1% | +2.8% | +3.5% |
| 30D | +7.0% | +13.5% | -6.5% | +2.3% |
| 3M | +12.5% | +15.2% | -2.7% | +6.8% |
| 6M | +14.8% | +3.7% | +11.0% | +12.6% |
| YTD | +34.2% | +22.5% | +11.6% | +23.4% |
| 1Y | +37.0% | +35.3% | +1.7% | +21.1% |
| 3Y | +70.9% | +50.2% | +20.7% | +42.8% |
| 5Y | +192.5% | +64.6% | +128.0% | +127.8% |
| All | +192.5% | +60.3% | +132.2% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling