+75.9%
UBER vs EWZ
+50.4%
+25.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -4.4% |
| 7D | -2.8% | +5.6% | -8.4% | -5.3% |
| 30D | -2.5% | +9.3% | -11.8% | -6.6% |
| 3M | +4.4% | +15.7% | -11.3% | -2.9% |
| 6M | -2.7% | +7.4% | -10.1% | -6.6% |
| YTD | -10.5% | +22.7% | -33.2% | -19.8% |
| 1Y | -22.5% | +36.4% | -58.9% | -34.2% |
| 3Y | +54.8% | +50.4% | +4.4% | +22.9% |
| 5Y | +82.5% | +67.6% | +14.9% | +32.3% |
| All | +75.9% | +50.4% | +25.6% | +33.6% |
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