+432.5%
EWZ vs EL
+535.6%
-103.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.8% |
| 7D | +6.5% | +0.8% | +5.7% | +6.1% |
| 30D | +4.8% | +19.8% | -15.0% | -2.8% |
| 3M | +9.9% | +25.7% | -15.8% | -0.3% |
| 6M | +1.9% | +5.4% | -3.5% | -2.6% |
| YTD | +20.3% | +0.2% | +20.1% | +15.4% |
| 1Y | +35.6% | +20.4% | +15.2% | +19.5% |
| 3Y | +43.4% | -32.1% | +75.6% | +45.4% |
| 5Y | +55.9% | -67.2% | +123.1% | +109.2% |
| 10Y | +84.2% | +31.7% | +52.4% | +23.7% |
| All | +432.5% | +535.6% | -103.0% | +44.6% |
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