-19.2%
EWZ vs XE
-65.4%
+46.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.9% | -15.2% | -0.1% |
| 7D | -1.5% | -4.6% | +3.1% | -1.4% |
| 30D | -24.5% | -27.5% | +3.0% | -23.2% |
| 3M | -10.7% | -49.9% | +39.2% | -7.8% |
| 6M | -19.1% | -67.2% | +48.1% | -15.2% |
| All | -19.2% | -65.4% | +46.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling