+50.3%
EWZ vs ECL
+205.6%
-155.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -25.1% | +8.8% | -33.9% | -28.3% |
| 3M | -7.7% | +7.8% | -15.6% | -11.4% |
| 6M | -15.8% | +21.3% | -37.2% | -24.2% |
| YTD | +3.6% | +17.8% | -14.2% | -5.4% |
| 1Y | +5.5% | +21.1% | -15.6% | -5.1% |
| 3Y | +22.1% | +80.1% | -58.0% | -13.3% |
| 5Y | +58.3% | +40.5% | +17.9% | +27.8% |
| 10Y | +50.3% | +197.7% | -147.5% | -7.5% |
| All | +50.3% | +205.6% | -155.3% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling