+84.1%
EWZ vs EWT
+493.5%
-409.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.4% |
| 7D | +5.6% | +1.6% | +3.9% | +4.2% |
| 30D | +9.3% | +8.2% | +1.1% | +2.6% |
| 3M | +15.7% | +11.1% | +4.6% | +4.5% |
| 6M | +7.4% | +60.4% | -53.0% | -29.6% |
| YTD | +22.7% | +75.6% | -52.9% | -25.5% |
| 1Y | +36.4% | +91.3% | -54.9% | -23.5% |
| 3Y | +50.4% | +200.3% | -149.9% | -47.3% |
| 5Y | +67.6% | +156.4% | -88.7% | -32.1% |
| 10Y | +84.1% | +495.8% | -411.7% | -74.0% |
| All | +84.1% | +493.5% | -409.5% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling