+84.1%
EWZ vs ED
+104.2%
-20.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +5.6% | +0.5% | +5.0% | +5.4% |
| 30D | +9.3% | +1.1% | +8.2% | +8.8% |
| 3M | +15.7% | +4.6% | +11.0% | +13.7% |
| 6M | +7.4% | -2.0% | +9.4% | +7.7% |
| YTD | +22.7% | +11.7% | +11.0% | +17.4% |
| 1Y | +36.4% | +15.7% | +20.6% | +28.6% |
| 3Y | +50.4% | +34.4% | +16.0% | +31.7% |
| 5Y | +67.6% | +67.3% | +0.3% | +32.9% |
| 10Y | +84.1% | +104.0% | -20.0% | +32.2% |
| All | +84.1% | +104.2% | -20.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ED 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling