+2.1%
EWZ vs ED
+24.8%
-22.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.5% |
| 7D | +0.8% | +2.1% | -1.3% | +1.0% |
| 30D | -24.4% | +10.4% | -34.8% | -23.5% |
| 3M | -4.6% | +12.5% | -17.1% | -3.3% |
| 6M | -11.6% | +14.9% | -26.5% | -10.2% |
| YTD | +2.4% | +24.8% | -22.4% | +4.7% |
| 1Y | +2.1% | +23.8% | -21.8% | +4.3% |
| All | +2.1% | +24.8% | -22.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling