+67.6%
EWZ vs ET
+235.7%
-168.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | +9.3% | +6.9% | +2.4% | +6.4% |
| 3M | +15.7% | +13.1% | +2.6% | +10.1% |
| 6M | +7.4% | +18.7% | -11.3% | -0.1% |
| YTD | +22.7% | +37.4% | -14.8% | +7.3% |
| 1Y | +36.4% | +34.8% | +1.6% | +20.2% |
| 3Y | +50.4% | +96.8% | -46.4% | +9.5% |
| 5Y | +67.6% | +238.2% | -170.6% | -2.0% |
| All | +67.6% | +235.7% | -168.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling