+19.0%
EWZ vs EAT
+486.0%
-467.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.9% |
| 7D | -1.5% | -2.6% | +1.2% | -1.3% |
| 30D | -24.5% | +11.5% | -36.0% | -25.2% |
| 3M | -10.7% | -9.1% | -1.6% | -10.1% |
| 6M | -19.1% | +40.4% | -59.5% | -22.2% |
| YTD | +1.6% | +43.9% | -42.3% | -2.8% |
| 1Y | +4.3% | +101.9% | -97.7% | -3.6% |
| 3Y | +19.0% | +489.9% | -470.9% | -7.8% |
| All | +19.0% | +486.0% | -467.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling