+346.7%
EWZ vs ECL
+2,127.3%
-1,780.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.4% |
| 7D | -4.2% | +1.7% | -5.8% | -5.3% |
| 30D | -26.1% | +8.9% | -35.0% | -30.4% |
| 3M | -12.0% | +7.4% | -19.5% | -16.5% |
| 6M | -19.3% | +19.3% | -38.6% | -29.1% |
| YTD | +0.9% | +17.4% | -16.5% | -10.7% |
| 1Y | +3.4% | +19.4% | -16.0% | -9.7% |
| 3Y | +18.6% | +80.5% | -61.9% | -24.8% |
| 5Y | +56.6% | +40.2% | +16.4% | +12.4% |
| 10Y | +50.3% | +207.8% | -157.5% | -43.8% |
| All | +346.7% | +2,127.3% | -1,780.5% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling