+60.8%
EWZ vs DE
+783.8%
-722.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +1.3% | +3.3% | -2.0% | -0.1% |
| 30D | -26.2% | +10.7% | -36.9% | -29.4% |
| 3M | -8.6% | +13.1% | -21.8% | -13.9% |
| 6M | -17.0% | +20.2% | -37.3% | -24.5% |
| YTD | +2.2% | +48.9% | -46.7% | -16.4% |
| 1Y | +2.7% | +46.6% | -43.9% | -15.6% |
| 3Y | +18.2% | +91.4% | -73.2% | -16.9% |
| 5Y | +56.0% | +108.1% | -52.1% | +0.1% |
| 10Y | +60.8% | +782.7% | -721.9% | -44.9% |
| All | +60.8% | +783.8% | -722.9% | -44.9% |
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