+54.2%
EWZ vs EWT
+118.2%
-64.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.8% | +9.1% | -8.4% | -3.1% |
| 30D | -24.4% | -12.2% | -12.1% | -20.4% |
| 3M | -4.6% | -9.4% | +4.8% | -1.1% |
| 6M | -11.6% | +2.7% | -14.2% | -15.0% |
| YTD | +2.4% | +53.3% | -50.9% | -20.2% |
| 1Y | +2.1% | +59.2% | -57.1% | -22.0% |
| 3Y | +18.7% | +157.1% | -138.4% | -32.2% |
| All | +54.2% | +118.2% | -64.0% | -2.3% |
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