+255.6%
XOM vs EWZ
+61.2%
+194.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +1.9% | +1.1% | +0.7% | +1.6% |
| 30D | +4.1% | +13.5% | -9.4% | +0.7% |
| 3M | +10.4% | +15.2% | -4.8% | +6.1% |
| 6M | +13.0% | +3.7% | +9.3% | +11.1% |
| YTD | +40.1% | +22.5% | +17.5% | +30.4% |
| 1Y | +51.1% | +35.3% | +15.9% | +36.0% |
| 3Y | +57.7% | +50.2% | +7.5% | +35.1% |
| All | +255.6% | +61.2% | +194.4% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling