+67.0%
EWZ vs EW
+242.2%
-175.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +0.6% | +6.5% | -5.9% | -1.1% |
| 30D | -25.5% | +22.5% | -48.0% | -29.5% |
| 3M | -4.5% | +13.0% | -17.5% | -7.8% |
| 6M | -15.3% | +37.1% | -52.4% | -22.6% |
| YTD | +3.1% | +24.1% | -21.0% | -3.5% |
| 1Y | +1.2% | +24.2% | -23.0% | -5.4% |
| 3Y | +19.3% | +64.8% | -45.5% | -2.5% |
| 5Y | +52.3% | -7.4% | +59.7% | +47.2% |
| 10Y | +67.0% | +248.8% | -181.8% | +15.2% |
| All | +67.0% | +242.2% | -175.2% | +15.2% |
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