+848.4%
XOM vs EWZ
+446.7%
+401.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.1% |
| 7D | -2.4% | +5.6% | -7.9% | -4.2% |
| 30D | +5.7% | +9.3% | -3.6% | +2.4% |
| 3M | +6.6% | +15.7% | -9.1% | +1.0% |
| 6M | +7.7% | +7.4% | +0.2% | +3.9% |
| YTD | +36.2% | +22.7% | +13.5% | +25.1% |
| 1Y | +50.5% | +36.4% | +14.1% | +32.9% |
| 3Y | +53.4% | +50.4% | +3.0% | +28.8% |
| 5Y | +254.2% | +67.6% | +186.5% | +179.6% |
| 10Y | +177.9% | +84.1% | +93.8% | +96.6% |
| All | +848.4% | +446.7% | +401.7% | +348.5% |
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 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