+57.8%
EWZ vs TE
-79.6%
+137.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.5% |
| 7D | -1.5% | -12.6% | +11.1% | -0.8% |
| 30D | -24.5% | -36.7% | +12.2% | -22.8% |
| 3M | -10.7% | -57.5% | +46.8% | -6.9% |
| 6M | -19.1% | -55.2% | +36.1% | -17.1% |
| YTD | +1.6% | -64.7% | +66.3% | +4.5% |
| 1Y | +4.3% | -35.9% | +40.2% | +2.8% |
| 3Y | +19.0% | -31.8% | +50.8% | +9.0% |
| All | +57.8% | -79.6% | +137.5% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling