+8.1%
EWZ vs DE
+49.6%
-41.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -4.1% | +5.6% | -9.7% | -5.0% |
| 30D | -25.0% | -0.8% | -24.1% | -24.9% |
| 3M | -10.6% | +9.8% | -20.5% | -12.2% |
| 6M | -16.6% | +17.5% | -34.2% | -19.4% |
| YTD | +2.5% | +46.5% | -44.0% | -3.8% |
| 1Y | +8.1% | +46.1% | -38.0% | +2.3% |
| All | +8.1% | +49.6% | -41.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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