+52.1%
EWZ vs EL
-65.5%
+117.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | -25.9% | +10.8% | -36.7% | -27.2% |
| 3M | -6.1% | +26.5% | -32.6% | -10.0% |
| 6M | -16.1% | +31.1% | -47.2% | -20.2% |
| YTD | +1.0% | +6.6% | -5.6% | -1.7% |
| 1Y | 0.0% | +21.8% | -21.9% | -5.1% |
| 3Y | +16.8% | +1.8% | +15.1% | +9.7% |
| 5Y | +52.1% | -65.6% | +117.6% | +83.2% |
| All | +52.1% | -65.5% | +117.6% | +83.2% |
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