+7.2%
EWZ vs TE
-78.2%
+85.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.7% |
| 7D | +0.6% | -22.0% | +22.6% | +2.0% |
| 30D | -25.5% | -33.6% | +8.2% | -23.9% |
| 3M | -4.5% | -61.1% | +56.5% | +0.3% |
| 6M | -15.3% | -64.7% | +49.4% | -11.8% |
| YTD | +3.1% | -68.1% | +71.2% | +6.7% |
| 1Y | +1.2% | -51.7% | +52.9% | +1.4% |
| 3Y | +19.3% | +42.0% | -22.7% | +1.7% |
| 5Y | +52.3% | -80.8% | +133.1% | +49.9% |
| All | +7.2% | -78.2% | +85.4% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling