+432.5%
EWZ vs DE
+5,658.2%
-5,225.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.5% | +10.0% | -3.5% | +1.0% |
| 30D | +4.8% | +13.3% | -8.5% | -2.6% |
| 3M | +9.9% | +17.5% | -7.6% | -0.7% |
| 6M | +1.9% | +13.6% | -11.6% | -6.7% |
| YTD | +20.3% | +49.8% | -29.5% | -6.8% |
| 1Y | +35.6% | +47.9% | -12.2% | +5.2% |
| 3Y | +43.4% | +72.5% | -29.1% | -2.0% |
| 5Y | +55.9% | +90.2% | -34.3% | -5.1% |
| 10Y | +84.2% | +865.4% | -781.2% | -61.4% |
| All | +432.5% | +5,658.2% | -5,225.7% | -54.4% |
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