+64.0%
XBI vs EWZ
+33.5%
+30.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -4.6% | +0.9% | -5.5% | -5.0% |
| 30D | -2.0% | +12.8% | -14.8% | -6.6% |
| 3M | +17.8% | +10.8% | +7.0% | +12.7% |
| 6M | +23.7% | +2.5% | +21.2% | +21.7% |
| YTD | +28.2% | +21.4% | +6.9% | +22.0% |
| 1Y | +64.0% | +32.8% | +31.2% | +51.6% |
| All | +64.0% | +33.5% | +30.4% | +51.6% |
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 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