+708.7%
SPY vs EWZ
+436.1%
+272.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | +6.5% | -6.4% | -1.9% |
| 30D | +0.1% | +4.8% | -4.8% | -1.5% |
| 3M | +2.0% | +9.9% | -7.9% | -1.2% |
| 6M | +13.0% | +1.9% | +11.1% | +11.8% |
| YTD | +13.5% | +20.3% | -6.8% | +6.4% |
| 1Y | +20.0% | +35.6% | -15.7% | +7.9% |
| 3Y | +77.2% | +43.4% | +33.8% | +54.7% |
| 5Y | +81.9% | +55.9% | +25.9% | +50.4% |
| 10Y | +314.1% | +84.2% | +229.9% | +194.9% |
| All | +708.7% | +436.1% | +272.6% | +282.5% |
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