+50.3%
EWZ vs EW
+236.4%
-186.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.3% |
| 7D | +1.4% | +12.3% | -10.9% | -1.7% |
| 30D | -25.1% | +22.9% | -48.0% | -29.2% |
| 3M | -7.7% | +16.7% | -24.4% | -11.7% |
| 6M | -15.8% | +31.0% | -46.8% | -22.1% |
| YTD | +3.6% | +22.8% | -19.2% | -2.7% |
| 1Y | +5.5% | +25.6% | -20.1% | -1.7% |
| 3Y | +22.1% | +62.0% | -39.9% | +0.3% |
| 5Y | +58.3% | -12.8% | +71.1% | +56.4% |
| 10Y | +50.3% | +239.8% | -189.5% | +3.3% |
| All | +50.3% | +236.4% | -186.1% | +3.3% |
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