+84.1%
EWZ vs DE
+849.6%
-765.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.8% |
| 7D | +5.6% | +0.7% | +4.9% | +5.3% |
| 30D | +9.3% | +9.6% | -0.4% | +4.6% |
| 3M | +15.7% | +19.0% | -3.3% | +6.3% |
| 6M | +7.4% | +16.1% | -8.6% | -0.7% |
| YTD | +22.7% | +47.0% | -24.3% | +1.1% |
| 1Y | +36.4% | +43.1% | -6.8% | +13.3% |
| 3Y | +50.4% | +77.5% | -27.1% | +9.7% |
| 5Y | +67.6% | +96.4% | -28.7% | +10.4% |
| 10Y | +84.1% | +852.9% | -768.8% | -51.1% |
| All | +84.1% | +849.6% | -765.5% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling