+52.3%
XOM vs EWZ
+33.5%
+18.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.4% |
| 7D | +4.1% | +0.9% | +3.2% | +4.1% |
| 30D | +4.6% | +12.8% | -8.2% | +5.3% |
| 3M | +14.0% | +10.8% | +3.2% | +14.5% |
| 6M | +11.0% | +2.5% | +8.5% | +11.4% |
| YTD | +40.7% | +21.4% | +19.3% | +35.1% |
| 1Y | +52.3% | +32.8% | +19.5% | +40.4% |
| All | +52.3% | +33.5% | +18.8% | +40.4% |
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