+66.5%
EWZ vs ACWI
+224.5%
-158.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.7% |
| 7D | +0.8% | +2.4% | -1.7% | -2.2% |
| 30D | -24.4% | -1.7% | -22.7% | -23.1% |
| 3M | -4.6% | -3.9% | -0.7% | -0.2% |
| 6M | -11.6% | +0.8% | -12.4% | -12.9% |
| YTD | +2.4% | +11.0% | -8.7% | -10.3% |
| 1Y | +2.1% | +13.1% | -11.0% | -12.5% |
| 3Y | +18.7% | +73.9% | -55.2% | -41.6% |
| 5Y | +54.2% | +59.0% | -4.9% | -15.3% |
| All | +66.5% | +224.5% | -158.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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