+18.2%
EWZ vs EL
+3.4%
+14.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +1.3% | +7.6% | -6.3% | +0.3% |
| 30D | -26.2% | +15.7% | -41.8% | -27.7% |
| 3M | -8.6% | +30.5% | -39.2% | -12.2% |
| 6M | -17.0% | +32.5% | -49.6% | -20.6% |
| YTD | +2.2% | +9.4% | -7.3% | -0.6% |
| 1Y | +2.7% | +28.4% | -25.7% | -2.7% |
| 3Y | +18.2% | +4.4% | +13.7% | +10.8% |
| All | +18.2% | +3.4% | +14.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling