+34.3%
EWZ vs EXE
+151.8%
-117.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -1.5% | -6.6% | +5.1% | -0.1% |
| 30D | -24.5% | -4.0% | -20.5% | -24.0% |
| 3M | -10.7% | -7.5% | -3.2% | -9.5% |
| 6M | -19.1% | -11.7% | -7.4% | -17.3% |
| YTD | +1.6% | -22.0% | +23.6% | +6.1% |
| 1Y | +4.3% | -21.8% | +26.1% | +8.6% |
| 3Y | +19.0% | +8.0% | +10.9% | +12.8% |
| 5Y | +57.7% | +62.3% | -4.6% | +31.5% |
| All | +34.3% | +151.8% | -117.5% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling