+0.3%
EWZ vs EL
+26.4%
-26.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +1.3% | +7.6% | -6.3% | +0.5% |
| 30D | -26.2% | +15.7% | -41.8% | -27.3% |
| 3M | -8.6% | +30.5% | -39.2% | -11.3% |
| 6M | -17.0% | +32.5% | -49.6% | -19.6% |
| YTD | +2.2% | +9.4% | -7.3% | -0.9% |
| All | +0.3% | +26.4% | -26.1% | -4.7% |
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