+60.8%
EWZ vs EW
+234.0%
-173.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +1.3% | +9.3% | -7.9% | -1.0% |
| 30D | -26.2% | +22.1% | -48.2% | -30.1% |
| 3M | -8.6% | +13.0% | -21.7% | -11.8% |
| 6M | -17.0% | +30.1% | -47.1% | -23.1% |
| YTD | +2.2% | +22.0% | -19.8% | -3.9% |
| 1Y | +2.7% | +23.7% | -21.0% | -3.9% |
| 3Y | +18.2% | +62.0% | -43.8% | -3.0% |
| 5Y | +56.0% | -12.4% | +68.4% | +53.7% |
| 10Y | +60.8% | +236.1% | -175.2% | +10.5% |
| All | +60.8% | +234.0% | -173.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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