+432.5%
EWZ vs DTE
+1,366.0%
-933.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +4.8% | -2.6% | +7.4% | +6.5% |
| 3M | +9.9% | -3.9% | +13.8% | +12.3% |
| 6M | +1.9% | -7.9% | +9.9% | +6.8% |
| YTD | +20.3% | +7.2% | +13.1% | +13.5% |
| 1Y | +35.6% | +3.1% | +32.5% | +31.1% |
| 3Y | +43.4% | +47.6% | -4.1% | +5.7% |
| 5Y | +55.9% | +32.7% | +23.2% | +20.1% |
| 10Y | +84.2% | +138.8% | -54.6% | -11.0% |
| All | +432.5% | +1,366.0% | -933.5% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling