+60.8%
EWZ vs ECL
+196.4%
-135.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -26.2% | +8.6% | -34.7% | -29.3% |
| 3M | -8.6% | +7.9% | -16.5% | -12.3% |
| 6M | -17.0% | +21.0% | -38.1% | -25.2% |
| YTD | +2.2% | +17.5% | -15.4% | -6.7% |
| 1Y | +2.7% | +19.7% | -17.0% | -7.1% |
| 3Y | +18.2% | +77.4% | -59.2% | -15.5% |
| 5Y | +56.0% | +38.7% | +17.3% | +26.9% |
| 10Y | +60.8% | +193.5% | -132.7% | -6.3% |
| All | +60.8% | +196.4% | -135.6% | -6.3% |
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