+66.5%
EWZ vs DE
+762.0%
-695.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -24.4% | +3.6% | -27.9% | -25.5% |
| 3M | -4.6% | +10.2% | -14.8% | -9.1% |
| 6M | -11.6% | +16.6% | -28.1% | -18.4% |
| YTD | +2.4% | +45.8% | -43.4% | -15.5% |
| 1Y | +2.1% | +43.9% | -41.8% | -15.4% |
| 3Y | +18.7% | +89.6% | -70.9% | -16.3% |
| 5Y | +54.2% | +100.3% | -46.1% | +0.8% |
| All | +66.5% | +762.0% | -695.5% | -42.8% |
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