+358.7%
EWZ vs DTE
+1,404.1%
-1,045.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.5% | +0.4% |
| 7D | +1.4% | +1.8% | -0.4% | +0.2% |
| 30D | -25.1% | +9.0% | -34.1% | -29.4% |
| 3M | -7.7% | -0.2% | -7.5% | -7.9% |
| 6M | -15.8% | +0.1% | -15.9% | -16.6% |
| YTD | +3.6% | +10.0% | -6.3% | -4.0% |
| 1Y | +5.5% | +4.7% | +0.8% | +0.9% |
| 3Y | +22.1% | +55.7% | -33.6% | -13.2% |
| 5Y | +58.3% | +45.1% | +13.2% | +14.6% |
| 10Y | +50.3% | +145.1% | -94.8% | -28.9% |
| All | +358.7% | +1,404.1% | -1,045.4% | -9.1% |
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