+18.7%
EWZ vs ETR
+155.2%
-136.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | -24.4% | +7.0% | -31.4% | -25.4% |
| 3M | -4.6% | +4.6% | -9.2% | -5.5% |
| 6M | -11.6% | +0.1% | -11.7% | -11.7% |
| YTD | +2.4% | +23.2% | -20.8% | -2.1% |
| 1Y | +2.1% | +20.6% | -18.5% | -2.0% |
| 3Y | +18.7% | +156.3% | -137.6% | -10.1% |
| All | +18.7% | +155.2% | -136.5% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling