+58.3%
EWZ vs DTE
+45.4%
+12.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.5% | +1.2% |
| 7D | +1.4% | +1.8% | -0.4% | +0.8% |
| 30D | -25.1% | +9.0% | -34.1% | -27.2% |
| 3M | -7.7% | -0.2% | -7.5% | -7.8% |
| 6M | -15.8% | +0.1% | -15.9% | -16.2% |
| YTD | +3.6% | +10.0% | -6.3% | -0.2% |
| 1Y | +5.5% | +4.7% | +0.8% | +3.3% |
| 3Y | +22.1% | +55.7% | -33.6% | +3.0% |
| 5Y | +58.3% | +45.1% | +13.2% | +40.9% |
| All | +58.3% | +45.4% | +12.9% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling