+349.8%
EWZ vs EW
+5,115.7%
-4,765.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -1.5% | +11.0% | -12.5% | -4.1% |
| 30D | -24.5% | +19.1% | -43.6% | -27.9% |
| 3M | -10.7% | +14.4% | -25.0% | -13.9% |
| 6M | -19.1% | +22.8% | -41.9% | -23.6% |
| YTD | +1.6% | +19.8% | -18.2% | -3.7% |
| 1Y | +4.3% | +23.9% | -19.6% | -2.1% |
| 3Y | +19.0% | +52.2% | -33.3% | +1.9% |
| 5Y | +57.7% | -13.9% | +71.6% | +53.4% |
| 10Y | +51.3% | +241.9% | -190.5% | +1.1% |
| All | +349.8% | +5,115.7% | -4,765.8% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling