+120.1%
EWZ vs ET
+1,435.0%
-1,314.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | +0.9% | +5.6% | +6.2% |
| 30D | +4.8% | +7.5% | -2.6% | +2.0% |
| 3M | +9.9% | +11.4% | -1.5% | +5.4% |
| 6M | +1.9% | +18.5% | -16.6% | -4.7% |
| YTD | +20.3% | +37.4% | -17.1% | +6.4% |
| 1Y | +35.6% | +30.9% | +4.7% | +22.0% |
| 3Y | +43.4% | +98.7% | -55.3% | +9.1% |
| 5Y | +55.9% | +230.7% | -174.8% | -2.9% |
| 10Y | +84.2% | +175.6% | -91.4% | +10.8% |
| All | +120.1% | +1,435.0% | -1,314.9% | -74.2% |
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 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