+50.3%
EWZ vs ED
+132.0%
-81.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -25.1% | +11.6% | -36.7% | -27.7% |
| 3M | -7.7% | +10.5% | -18.3% | -10.7% |
| 6M | -15.8% | +13.2% | -29.1% | -19.4% |
| YTD | +3.6% | +22.1% | -18.5% | -3.5% |
| 1Y | +5.5% | +24.2% | -18.7% | -2.4% |
| 3Y | +22.1% | +46.9% | -24.8% | +4.3% |
| 5Y | +58.3% | +80.8% | -22.5% | +23.6% |
| 10Y | +50.3% | +134.3% | -84.0% | +6.2% |
| All | +50.3% | +132.0% | -81.8% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling