+39.3%
EWZ vs AR
-27.2%
+66.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | +2.5% | +4.0% | +6.1% |
| 30D | +4.8% | +14.8% | -10.0% | +2.5% |
| 3M | +9.9% | +6.2% | +3.7% | +8.6% |
| 6M | +1.9% | +4.3% | -2.3% | +0.6% |
| YTD | +20.3% | +14.4% | +5.9% | +16.6% |
| 1Y | +35.6% | +21.3% | +14.3% | +29.8% |
| 3Y | +43.4% | +39.8% | +3.6% | +31.1% |
| 5Y | +55.9% | +142.1% | -86.1% | +24.8% |
| 10Y | +84.2% | +52.0% | +32.1% | +35.5% |
| All | +39.3% | -27.2% | +66.6% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling