+349.8%
EWZ vs EL
+573.5%
-223.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.1% |
| 7D | -1.5% | +0.8% | -2.2% | -1.9% |
| 30D | -24.5% | +16.5% | -41.0% | -29.0% |
| 3M | -10.7% | +29.2% | -39.9% | -20.0% |
| 6M | -19.1% | +27.9% | -47.0% | -27.9% |
| YTD | +1.6% | +6.2% | -4.6% | -5.2% |
| 1Y | +4.3% | +27.2% | -22.9% | -9.9% |
| 3Y | +19.0% | +3.2% | +15.8% | +1.4% |
| 5Y | +57.7% | -66.0% | +123.7% | +108.8% |
| 10Y | +51.3% | +58.3% | -7.0% | -6.7% |
| All | +349.8% | +573.5% | -223.7% | +18.8% |
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 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