+926.8%
XBI vs EWZ
+118.9%
+807.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -3.6% | -0.1% | -3.6% | -3.6% |
| 30D | +0.9% | +8.2% | -7.3% | -1.8% |
| 3M | +21.4% | +13.3% | +8.1% | +16.3% |
| 6M | +25.5% | +3.6% | +21.9% | +23.8% |
| YTD | +30.8% | +21.0% | +9.9% | +22.4% |
| 1Y | +68.6% | +34.7% | +33.9% | +51.7% |
| 3Y | +103.9% | +48.3% | +55.6% | +76.5% |
| 5Y | +20.8% | +60.1% | -39.3% | -0.3% |
| 10Y | +164.0% | +92.6% | +71.4% | +86.7% |
| All | +926.8% | +118.9% | +807.8% | +477.1% |
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