+47.4%
EWZ vs ETR
+351.9%
-304.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -24.5% | +7.5% | -32.1% | -27.1% |
| 3M | -10.7% | +4.4% | -15.1% | -12.7% |
| 6M | -19.1% | -1.5% | -17.5% | -18.8% |
| YTD | +1.6% | +21.8% | -20.2% | -8.3% |
| 1Y | +4.3% | +18.4% | -14.1% | -4.7% |
| 3Y | +19.0% | +148.5% | -129.6% | -27.9% |
| 5Y | +57.7% | +152.6% | -94.9% | -7.9% |
| All | +47.4% | +351.9% | -304.5% | -19.6% |
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