+92.6%
EWZ vs ET
+166.1%
-73.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +8.2% | +5.3% | +2.9% | +6.1% |
| 3M | +13.3% | +15.6% | -2.3% | +7.1% |
| 6M | +3.6% | +20.6% | -17.0% | -3.9% |
| YTD | +21.0% | +38.5% | -17.6% | +6.4% |
| 1Y | +34.7% | +35.7% | -1.1% | +19.3% |
| 3Y | +48.3% | +98.4% | -50.1% | +12.1% |
| 5Y | +60.1% | +245.3% | -185.2% | -2.9% |
| 10Y | +92.6% | +173.7% | -81.2% | +27.2% |
| All | +92.6% | +166.1% | -73.5% | +27.2% |
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