+356.3%
EWZ vs ECL
+2,142.1%
-1,785.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +0.6% | -2.3% | +2.9% | +2.1% |
| 30D | -25.5% | +8.3% | -33.8% | -29.6% |
| 3M | -4.5% | +8.4% | -13.0% | -10.0% |
| 6M | -15.3% | +23.3% | -38.6% | -27.2% |
| YTD | +3.1% | +18.2% | -15.1% | -9.2% |
| 1Y | +1.2% | +18.8% | -17.5% | -11.3% |
| 3Y | +19.3% | +78.5% | -59.2% | -23.8% |
| 5Y | +52.3% | +40.1% | +12.2% | +9.5% |
| 10Y | +67.0% | +196.5% | -129.5% | -35.6% |
| All | +356.3% | +2,142.1% | -1,785.8% | -45.9% |
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 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