0.0%
EWZ vs TE
-55.7%
+55.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.5% | -1.6% |
| 7D | +0.1% | -13.6% | +13.7% | +0.9% |
| 30D | -25.9% | -37.7% | +11.8% | -24.3% |
| 3M | -6.1% | -59.8% | +53.7% | -2.2% |
| 6M | -16.1% | -66.3% | +50.2% | -12.9% |
| YTD | +1.0% | -70.5% | +71.5% | +6.3% |
| 1Y | 0.0% | -48.8% | +48.8% | +4.5% |
| All | 0.0% | -55.7% | +55.7% | +4.5% |
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