+84.8%
EWZ vs ET
+1,311.7%
-1,227.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +0.1% | +3.0% | -3.0% | -1.0% |
| 30D | -25.9% | -3.5% | -22.4% | -25.1% |
| 3M | -6.1% | -5.6% | -0.5% | -4.4% |
| 6M | -16.1% | +0.5% | -16.6% | -16.7% |
| YTD | +1.0% | +26.3% | -25.4% | -8.1% |
| 1Y | 0.0% | +25.7% | -25.7% | -8.9% |
| 3Y | +16.8% | +85.1% | -68.2% | -8.9% |
| 5Y | +52.1% | +216.4% | -164.3% | -3.8% |
| 10Y | +63.6% | +160.9% | -97.3% | +1.1% |
| All | +84.8% | +1,311.7% | -1,227.0% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling