+19.0%
EWZ vs DE
+82.4%
-63.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -24.5% | +2.3% | -26.8% | -25.0% |
| 3M | -10.7% | +9.5% | -20.2% | -12.8% |
| 6M | -19.1% | +14.1% | -33.2% | -22.0% |
| YTD | +1.6% | +45.4% | -43.8% | -8.3% |
| 1Y | +4.3% | +42.9% | -38.6% | -5.6% |
| 3Y | +19.0% | +84.8% | -65.9% | +0.1% |
| All | +19.0% | +82.4% | -63.4% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling