+66.5%
EWZ vs ET
+160.8%
-94.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.8% | +2.5% | -1.8% | -0.2% |
| 30D | -24.4% | -2.5% | -21.9% | -23.8% |
| 3M | -4.6% | -4.9% | +0.3% | -3.1% |
| 6M | -11.6% | -0.1% | -11.5% | -12.0% |
| YTD | +2.4% | +26.2% | -23.8% | -7.3% |
| 1Y | +2.1% | +25.2% | -23.1% | -7.3% |
| 3Y | +18.7% | +84.2% | -65.5% | -8.9% |
| 5Y | +54.2% | +216.1% | -161.9% | -5.4% |
| All | +66.5% | +160.8% | -94.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling