+8.1%
EWZ vs EL
+25.6%
-17.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.0% |
| 7D | -4.1% | +2.5% | -6.6% | -4.3% |
| 30D | -25.0% | +20.1% | -45.1% | -26.4% |
| 3M | -10.6% | +29.3% | -39.9% | -13.1% |
| 6M | -16.6% | +38.8% | -55.4% | -19.5% |
| YTD | +2.5% | +8.1% | -5.6% | -0.2% |
| 1Y | +8.1% | +22.3% | -14.3% | +3.5% |
| All | +8.1% | +25.6% | -17.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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