+52.3%
EWZ vs EW
-11.1%
+63.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +0.6% | +6.5% | -5.9% | -0.2% |
| 30D | -25.5% | +22.5% | -48.0% | -27.6% |
| 3M | -4.5% | +13.0% | -17.5% | -6.2% |
| 6M | -15.3% | +37.1% | -52.4% | -19.1% |
| YTD | +3.1% | +24.1% | -21.0% | -0.3% |
| 1Y | +1.2% | +24.2% | -23.0% | -2.1% |
| 3Y | +19.3% | +64.8% | -45.5% | +7.0% |
| 5Y | +52.3% | -7.4% | +59.7% | +55.5% |
| All | +52.3% | -11.1% | +63.4% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling