+37.0%
EWZ vs EXE
+155.8%
-118.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +1.4% | -3.9% | +5.3% | +2.2% |
| 30D | -25.1% | -2.6% | -22.5% | -24.8% |
| 3M | -7.7% | -6.9% | -0.9% | -6.6% |
| 6M | -15.8% | -9.3% | -6.5% | -14.5% |
| YTD | +3.6% | -20.7% | +24.4% | +7.8% |
| 1Y | +5.5% | -21.8% | +27.3% | +10.0% |
| 3Y | +22.1% | +16.2% | +5.9% | +13.8% |
| 5Y | +58.3% | +61.1% | -2.8% | +32.4% |
| All | +37.0% | +155.8% | -118.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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