+1.2%
EWZ vs EL
+25.2%
-24.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -25.5% | +12.3% | -37.8% | -26.4% |
| 3M | -4.5% | +28.4% | -32.9% | -7.2% |
| 6M | -15.3% | +36.7% | -52.0% | -18.2% |
| YTD | +3.1% | +8.4% | -5.3% | +0.1% |
| 1Y | +1.2% | +25.4% | -24.2% | -3.7% |
| All | +1.2% | +25.2% | -24.0% | -3.7% |
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