+85.5%
ETN vs EWZ
+46.3%
+39.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +4.4% |
| 7D | +3.5% | +0.9% | +2.7% | +3.1% |
| 30D | -7.5% | +12.8% | -20.3% | -12.3% |
| 3M | +8.3% | +10.8% | -2.4% | +3.5% |
| 6M | +20.2% | +2.5% | +17.7% | +18.5% |
| YTD | +34.7% | +21.4% | +13.3% | +24.2% |
| 1Y | +19.4% | +32.8% | -13.3% | +5.9% |
| 3Y | +85.5% | +45.2% | +40.3% | +49.7% |
| All | +85.5% | +46.3% | +39.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling