+34.7%
EWZ vs DTE
+4.6%
+30.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +13.3% | -6.0% | +19.3% | +14.4% |
| 6M | +3.6% | -7.2% | +10.8% | +5.1% |
| YTD | +21.0% | +7.2% | +13.8% | +18.3% |
| 1Y | +34.7% | +4.1% | +30.6% | +30.8% |
| All | +34.7% | +4.6% | +30.0% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling