+43.6%
EWZ vs EL
+56.3%
-12.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -1.5% | +0.8% | -2.2% | -1.8% |
| 30D | -24.5% | +16.5% | -41.0% | -27.9% |
| 3M | -10.7% | +29.2% | -39.9% | -17.7% |
| 6M | -19.1% | +27.9% | -47.0% | -25.7% |
| YTD | +1.6% | +6.2% | -4.6% | -3.3% |
| 1Y | +4.3% | +27.2% | -22.9% | -6.6% |
| 3Y | +19.0% | +3.2% | +15.8% | +5.8% |
| 5Y | +57.7% | -66.0% | +123.7% | +120.6% |
| All | +43.6% | +56.3% | -12.7% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling