+4.3%
EWZ vs EW
+23.2%
-18.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.5% | +11.0% | -12.5% | -2.2% |
| 30D | -24.5% | +19.1% | -43.6% | -25.6% |
| 3M | -10.7% | +14.4% | -25.0% | -11.7% |
| 6M | -19.1% | +22.8% | -41.9% | -20.7% |
| YTD | +1.6% | +19.8% | -18.2% | 0.0% |
| 1Y | +4.3% | +23.9% | -19.6% | +1.7% |
| All | +4.3% | +23.2% | -18.9% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling