+35.6%
EWZ vs ECL
+3.0%
+32.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | -2.6% | +9.1% | +7.3% |
| 30D | +4.8% | -2.2% | +7.0% | +5.5% |
| 3M | +9.9% | +10.1% | -0.2% | +5.9% |
| 6M | +1.9% | -5.7% | +7.7% | +2.4% |
| YTD | +20.3% | +7.0% | +13.3% | +18.3% |
| 1Y | +35.6% | +2.7% | +33.0% | +33.9% |
| All | +35.6% | +3.0% | +32.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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