+2.1%
EWZ vs ETR
+16.6%
-14.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -24.5% | +7.5% | -32.1% | -25.9% |
| 3M | -10.7% | +4.4% | -15.1% | -11.8% |
| 6M | -19.1% | -1.5% | -17.5% | -18.7% |
| YTD | +1.6% | +21.8% | -20.2% | -4.6% |
| All | +2.1% | +16.6% | -14.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling