+89.6%
EWZ vs ET
+1,287.7%
-1,198.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +1.4% | -4.4% | +5.8% | +3.1% |
| 30D | -25.1% | -4.8% | -20.3% | -23.9% |
| 3M | -7.7% | -3.4% | -4.3% | -6.8% |
| 6M | -15.8% | +2.2% | -18.0% | -17.0% |
| YTD | +3.6% | +24.2% | -20.6% | -5.1% |
| 1Y | +5.5% | +24.5% | -19.0% | -3.5% |
| 3Y | +22.1% | +83.6% | -61.5% | -4.5% |
| 5Y | +58.3% | +203.4% | -145.0% | +1.7% |
| 10Y | +50.3% | +166.5% | -116.3% | -7.9% |
| All | +89.6% | +1,287.7% | -1,198.1% | -77.0% |
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 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