+60.8%
EWZ vs AR
+52.4%
+8.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.1% |
| 7D | +1.3% | -5.8% | +7.1% | +2.1% |
| 30D | -26.2% | +4.8% | -31.0% | -26.9% |
| 3M | -8.6% | +1.5% | -10.1% | -9.2% |
| 6M | -17.0% | +4.7% | -21.7% | -18.2% |
| YTD | +2.2% | +9.2% | -7.0% | -0.5% |
| 1Y | +2.7% | +11.2% | -8.5% | -0.4% |
| 3Y | +18.2% | +46.2% | -28.1% | +7.7% |
| 5Y | +56.0% | +98.1% | -42.0% | +30.6% |
| 10Y | +60.8% | +54.5% | +6.3% | +16.3% |
| All | +60.8% | +52.4% | +8.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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