+349.8%
EWZ vs DE
+5,489.9%
-5,140.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | -24.5% | +2.3% | -26.8% | -25.7% |
| 3M | -10.7% | +9.5% | -20.2% | -15.9% |
| 6M | -19.1% | +14.1% | -33.2% | -26.3% |
| YTD | +1.6% | +45.4% | -43.8% | -20.4% |
| 1Y | +4.3% | +42.9% | -38.6% | -17.8% |
| 3Y | +19.0% | +84.8% | -65.9% | -22.2% |
| 5Y | +57.7% | +101.8% | -44.1% | -7.4% |
| 10Y | +51.3% | +788.0% | -736.7% | -66.9% |
| All | +349.8% | +5,489.9% | -5,140.0% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling