+19.0%
EWZ vs EW
+51.9%
-33.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.5% | +11.0% | -12.5% | -2.3% |
| 30D | -24.5% | +19.1% | -43.6% | -25.6% |
| 3M | -10.7% | +14.4% | -25.0% | -11.8% |
| 6M | -19.1% | +22.8% | -41.9% | -20.6% |
| YTD | +1.6% | +19.8% | -18.2% | -0.1% |
| 1Y | +4.3% | +23.9% | -19.6% | +2.2% |
| 3Y | +19.0% | +52.2% | -33.3% | +11.3% |
| All | +19.0% | +51.9% | -33.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling