+57.8%
EWZ vs EWT
+103.1%
-45.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -1.0% |
| 7D | -1.5% | -11.7% | +10.3% | +3.6% |
| 30D | -24.5% | -23.2% | -1.3% | -15.6% |
| 3M | -10.7% | -12.5% | +1.8% | -6.1% |
| 6M | -19.1% | -5.9% | -13.2% | -19.2% |
| YTD | +1.6% | +40.5% | -38.8% | -17.6% |
| 1Y | +4.3% | +43.7% | -39.4% | -16.6% |
| 3Y | +19.0% | +136.6% | -117.7% | -29.5% |
| All | +57.8% | +103.1% | -45.3% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling