+346.7%
EWZ vs EW
+5,048.3%
-4,701.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -4.2% | +6.8% | -10.9% | -5.8% |
| 30D | -26.1% | +16.6% | -42.7% | -29.1% |
| 3M | -12.0% | +13.3% | -25.4% | -15.0% |
| 6M | -19.3% | +21.6% | -40.9% | -23.6% |
| YTD | +0.9% | +18.3% | -17.3% | -4.0% |
| 1Y | +3.4% | +21.7% | -18.3% | -2.5% |
| 3Y | +18.6% | +50.3% | -31.7% | +1.9% |
| 5Y | +56.6% | -15.0% | +71.6% | +52.8% |
| 10Y | +50.3% | +237.5% | -187.2% | +0.7% |
| All | +346.7% | +5,048.3% | -4,701.5% | +65.8% |
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