+55.0%
EWZ vs ACWI
+67.7%
-12.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.5% | +6.0% | +6.0% |
| 30D | +4.8% | +0.9% | +4.0% | +4.1% |
| 3M | +9.9% | +2.4% | +7.5% | +7.6% |
| 6M | +1.9% | +12.4% | -10.4% | -7.6% |
| YTD | +20.3% | +15.2% | +5.1% | +7.0% |
| 1Y | +35.6% | +22.7% | +12.9% | +14.7% |
| 3Y | +43.4% | +75.8% | -32.3% | -8.9% |
| All | +55.0% | +67.7% | -12.7% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling