+437.8%
SHEL vs EWZ
+446.7%
-8.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.6% | +1.8% |
| 7D | +1.9% | +5.6% | -3.6% | -0.3% |
| 30D | +8.7% | +9.3% | -0.6% | +4.7% |
| 3M | +11.0% | +15.7% | -4.7% | +4.3% |
| 6M | +14.6% | +7.4% | +7.1% | +10.3% |
| YTD | +33.3% | +22.7% | +10.6% | +21.3% |
| 1Y | +37.9% | +36.4% | +1.5% | +19.9% |
| 3Y | +69.7% | +50.4% | +19.4% | +39.7% |
| 5Y | +190.1% | +67.6% | +122.5% | +122.6% |
| 10Y | +197.0% | +84.1% | +112.9% | +103.4% |
| All | +437.8% | +446.7% | -8.9% | +146.7% |
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