+67.6%
EWZ vs EWT
+464.8%
-397.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -3.2% |
| 7D | +0.6% | +3.2% | -2.6% | -2.7% |
| 30D | -25.5% | -12.3% | -13.2% | -19.1% |
| 3M | -4.5% | -3.6% | -0.9% | -3.8% |
| 6M | -15.3% | +3.1% | -18.4% | -21.3% |
| YTD | +3.1% | +57.7% | -54.6% | -33.0% |
| 1Y | +1.2% | +60.3% | -59.0% | -35.2% |
| 3Y | +19.3% | +163.4% | -144.1% | -53.9% |
| 5Y | +52.3% | +127.4% | -75.2% | -32.5% |
| All | +67.6% | +464.8% | -397.1% | -76.7% |
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