+60.1%
EWZ vs EWT
+152.9%
-92.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.1% | +2.1% | -2.2% | -1.0% |
| 30D | +8.2% | +9.4% | -1.2% | +3.7% |
| 3M | +13.3% | +10.9% | +2.4% | +6.8% |
| 6M | +3.6% | +57.9% | -54.4% | -19.6% |
| YTD | +21.0% | +75.9% | -54.9% | -10.9% |
| 1Y | +34.7% | +89.7% | -55.0% | -4.8% |
| 3Y | +48.3% | +200.9% | -152.6% | -21.2% |
| 5Y | +60.1% | +154.5% | -94.4% | -4.3% |
| All | +60.1% | +152.9% | -92.8% | -4.3% |
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