+50.3%
EWZ vs ETR
+356.9%
-306.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.5% |
| 7D | +1.4% | +1.7% | -0.3% | +0.6% |
| 30D | -25.1% | +8.7% | -33.8% | -28.0% |
| 3M | -7.7% | +4.9% | -12.6% | -9.9% |
| 6M | -15.8% | +0.8% | -16.6% | -16.5% |
| YTD | +3.6% | +23.1% | -19.5% | -7.0% |
| 1Y | +5.5% | +17.9% | -12.4% | -3.3% |
| 3Y | +22.1% | +154.5% | -132.4% | -26.9% |
| 5Y | +58.3% | +160.3% | -101.9% | -9.0% |
| 10Y | +50.3% | +366.9% | -316.7% | -18.5% |
| All | +50.3% | +356.9% | -306.7% | -18.5% |
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