+432.5%
EWZ vs EW
+4,490.6%
-4,058.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +4.8% | +1.0% | +3.8% | +4.5% |
| 3M | +9.9% | +2.8% | +7.1% | +8.9% |
| 6M | +1.9% | +5.5% | -3.5% | +0.1% |
| YTD | +20.3% | +5.5% | +14.8% | +18.0% |
| 1Y | +35.6% | +11.0% | +24.6% | +31.0% |
| 3Y | +43.4% | +17.7% | +25.7% | +31.5% |
| 5Y | +55.9% | -25.7% | +81.7% | +57.6% |
| 10Y | +84.2% | +132.8% | -48.7% | +34.9% |
| All | +432.5% | +4,490.6% | -4,058.1% | +103.9% |
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