+55.0%
EWZ vs EL
-67.1%
+122.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.2% |
| 7D | +6.5% | +0.8% | +5.7% | +6.3% |
| 30D | +4.8% | +19.8% | -15.0% | +1.6% |
| 3M | +9.9% | +25.7% | -15.8% | +5.5% |
| 6M | +1.9% | +5.4% | -3.5% | +0.2% |
| YTD | +20.3% | +0.2% | +20.1% | +18.5% |
| 1Y | +35.6% | +20.4% | +15.2% | +28.8% |
| 3Y | +43.4% | -32.1% | +75.6% | +46.5% |
| All | +55.0% | -67.1% | +122.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling