+14.6%
EWZ vs DT
+72.4%
-57.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.7% |
| 7D | +1.4% | -20.2% | +21.6% | +6.0% |
| 30D | -25.1% | -30.8% | +5.7% | -19.4% |
| 3M | -7.7% | -10.2% | +2.5% | -6.2% |
| 6M | -15.8% | +8.0% | -23.9% | -18.5% |
| YTD | +3.6% | +1.5% | +2.2% | +0.9% |
| 1Y | +5.5% | -6.9% | +12.4% | +4.7% |
| 3Y | +22.1% | -10.9% | +33.0% | +19.9% |
| 5Y | +58.3% | -42.2% | +100.5% | +68.4% |
| All | +14.6% | +72.4% | -57.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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