+84.1%
EWZ vs ETR
+295.2%
-211.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.4% |
| 7D | +5.6% | +1.4% | +4.2% | +4.9% |
| 30D | +9.3% | +1.9% | +7.4% | +8.2% |
| 3M | +15.7% | +1.0% | +14.7% | +14.9% |
| 6M | +7.4% | +4.8% | +2.6% | +4.3% |
| YTD | +22.7% | +19.5% | +3.1% | +11.7% |
| 1Y | +36.4% | +28.1% | +8.3% | +19.8% |
| 3Y | +50.4% | +151.1% | -100.8% | -10.1% |
| 5Y | +67.6% | +125.2% | -57.5% | +3.9% |
| 10Y | +84.1% | +291.1% | -207.1% | +3.4% |
| All | +84.1% | +295.2% | -211.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling