+432.5%
EWZ vs EAT
+2,335.7%
-1,903.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +4.8% | +1.9% | +3.0% | +4.1% |
| 3M | +9.9% | +68.7% | -58.8% | -3.9% |
| 6M | +1.9% | +66.9% | -65.0% | -11.5% |
| YTD | +20.3% | +60.4% | -40.1% | +5.0% |
| 1Y | +35.6% | +44.0% | -8.4% | +20.4% |
| 3Y | +43.4% | +604.7% | -561.2% | -19.5% |
| 5Y | +55.9% | +347.0% | -291.1% | -8.2% |
| 10Y | +84.2% | +390.8% | -306.6% | -12.4% |
| All | +432.5% | +2,335.7% | -1,903.2% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling