+1.2%
EWZ vs EAT
+89.0%
-87.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.8% |
| 7D | +0.6% | -8.9% | +9.5% | +0.8% |
| 30D | -25.5% | +3.4% | -28.9% | -25.4% |
| 3M | -4.5% | -9.3% | +4.8% | -3.8% |
| 6M | -15.3% | +43.8% | -59.1% | -18.6% |
| YTD | +3.1% | +39.9% | -36.8% | 0.0% |
| 1Y | +1.2% | +89.7% | -88.5% | -2.2% |
| All | +1.2% | +89.0% | -87.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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