+356.3%
EWZ vs EL
+587.4%
-231.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -25.5% | +12.3% | -37.8% | -28.9% |
| 3M | -4.5% | +28.4% | -32.9% | -14.2% |
| 6M | -15.3% | +36.7% | -52.0% | -26.4% |
| YTD | +3.1% | +8.4% | -5.3% | -4.5% |
| 1Y | +1.2% | +25.4% | -24.2% | -12.0% |
| 3Y | +19.3% | +3.4% | +15.8% | +1.8% |
| 5Y | +52.3% | -64.8% | +117.0% | +98.6% |
| 10Y | +67.0% | +63.0% | +4.0% | +1.6% |
| All | +356.3% | +587.4% | -231.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling