+64.2%
EWZ vs ACWI
+225.4%
-161.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.3% |
| 7D | +0.1% | +2.7% | -2.6% | -3.1% |
| 30D | -25.9% | -2.6% | -23.3% | -23.8% |
| 3M | -6.1% | -3.2% | -3.0% | -2.7% |
| 6M | -16.1% | +1.9% | -18.0% | -18.5% |
| YTD | +1.0% | +11.3% | -10.4% | -11.8% |
| 1Y | 0.0% | +11.7% | -11.7% | -13.0% |
| 3Y | +16.8% | +74.4% | -57.6% | -42.7% |
| 5Y | +52.1% | +59.5% | -7.4% | -16.8% |
| All | +64.2% | +225.4% | -161.1% | -72.9% |
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