+50.4%
EWZ vs ET
+96.2%
-45.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | +9.3% | +6.9% | +2.4% | +7.1% |
| 3M | +15.7% | +13.1% | +2.6% | +11.4% |
| 6M | +7.4% | +18.7% | -11.3% | +1.5% |
| YTD | +22.7% | +37.4% | -14.8% | +10.2% |
| 1Y | +36.4% | +34.8% | +1.6% | +23.2% |
| 3Y | +50.4% | +96.8% | -46.4% | +10.6% |
| All | +50.4% | +96.2% | -45.8% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling