+60.8%
EWZ vs DTE
+146.7%
-85.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +1.3% | +3.5% | -2.2% | -0.6% |
| 30D | -26.2% | +9.5% | -35.7% | -29.9% |
| 3M | -8.6% | +2.5% | -11.2% | -10.1% |
| 6M | -17.0% | +0.6% | -17.6% | -17.8% |
| YTD | +2.2% | +10.5% | -8.3% | -4.6% |
| 1Y | +2.7% | +3.3% | -0.7% | -0.4% |
| 3Y | +18.2% | +56.3% | -38.1% | -12.7% |
| 5Y | +56.0% | +44.9% | +11.1% | +17.3% |
| 10Y | +60.8% | +149.2% | -88.4% | -14.0% |
| All | +60.8% | +146.7% | -85.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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