+8.1%
EWZ vs TE
-16.5%
+24.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +1.8% |
| 7D | -4.1% | +3.8% | -7.9% | -4.4% |
| 30D | -25.0% | -26.2% | +1.3% | -24.0% |
| 3M | -10.6% | -49.7% | +39.1% | -7.9% |
| 6M | -16.6% | -46.5% | +29.9% | -15.5% |
| YTD | +2.5% | -59.1% | +61.6% | +5.7% |
| 1Y | +8.1% | -25.8% | +33.9% | +6.3% |
| All | +8.1% | -16.5% | +24.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling