+349.8%
EWZ vs ED
+1,086.9%
-737.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.4% |
| 30D | -24.5% | +13.3% | -37.8% | -29.3% |
| 3M | -10.7% | +9.7% | -20.4% | -15.1% |
| 6M | -19.1% | +12.8% | -31.9% | -24.5% |
| YTD | +1.6% | +22.3% | -20.7% | -9.6% |
| 1Y | +4.3% | +26.3% | -22.0% | -8.9% |
| 3Y | +19.0% | +45.0% | -26.1% | -6.3% |
| 5Y | +57.7% | +80.2% | -22.5% | +7.5% |
| 10Y | +51.3% | +129.9% | -78.5% | -17.4% |
| All | +349.8% | +1,086.9% | -737.1% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling