+432.5%
EWZ vs ETR
+1,827.6%
-1,395.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +6.5% | +1.4% | +5.1% | +5.7% |
| 30D | +4.8% | +1.0% | +3.9% | +4.2% |
| 3M | +9.9% | -1.3% | +11.1% | +10.3% |
| 6M | +1.9% | +1.9% | +0.1% | +0.1% |
| YTD | +20.3% | +18.2% | +2.1% | +8.4% |
| 1Y | +35.6% | +24.7% | +10.9% | +18.3% |
| 3Y | +43.4% | +150.7% | -107.2% | -19.7% |
| 5Y | +55.9% | +127.0% | -71.1% | -10.1% |
| 10Y | +84.2% | +295.5% | -211.3% | -25.9% |
| All | +432.5% | +1,827.6% | -1,395.0% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling