+432.5%
EWZ vs ED
+974.1%
-541.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +4.8% | -0.1% | +5.0% | +4.8% |
| 3M | +9.9% | +3.9% | +6.0% | +7.3% |
| 6M | +1.9% | -3.0% | +5.0% | +2.9% |
| YTD | +20.3% | +10.7% | +9.6% | +12.9% |
| 1Y | +35.6% | +13.3% | +22.3% | +25.2% |
| 3Y | +43.4% | +34.5% | +8.9% | +17.5% |
| 5Y | +55.9% | +67.1% | -11.2% | +10.1% |
| 10Y | +84.2% | +103.0% | -18.9% | +7.8% |
| All | +432.5% | +974.1% | -541.5% | +53.0% |
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