+17.5%
SPY vs EWZ
+35.8%
-18.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -1.7% | +13.5% | -15.1% | -4.8% |
| 3M | +4.7% | +15.2% | -10.5% | +0.8% |
| 6M | +12.5% | +3.7% | +8.8% | +10.9% |
| YTD | +11.7% | +22.5% | -10.8% | +6.0% |
| 1Y | +17.5% | +35.3% | -17.8% | +5.8% |
| All | +17.5% | +35.8% | -18.3% | +5.8% |
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 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