+52.1%
EWZ vs EAT
+355.7%
-303.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | +0.1% | -7.1% | +7.1% | +0.7% |
| 30D | -25.9% | -2.3% | -23.5% | -25.8% |
| 3M | -6.1% | -19.6% | +13.5% | -4.5% |
| 6M | -16.1% | +46.0% | -62.1% | -19.8% |
| YTD | +1.0% | +37.7% | -36.7% | -3.3% |
| 1Y | 0.0% | +73.8% | -73.8% | -6.6% |
| 3Y | +16.8% | +482.1% | -465.2% | -6.1% |
| 5Y | +52.1% | +362.5% | -310.4% | +27.2% |
| All | +52.1% | +355.7% | -303.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling