+16.9%
EWZ vs AR
-32.8%
+49.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -4.2% | -11.7% | +7.5% | -2.4% |
| 30D | -26.1% | +1.8% | -28.0% | -26.6% |
| 3M | -12.0% | +6.0% | -18.0% | -13.2% |
| 6M | -19.3% | -7.0% | -12.2% | -19.0% |
| YTD | +0.9% | +5.6% | -4.7% | -1.3% |
| 1Y | +3.4% | +10.8% | -7.4% | +0.1% |
| 3Y | +18.6% | +19.3% | -0.7% | +10.9% |
| 5Y | +56.6% | +73.3% | -16.7% | +32.2% |
| 10Y | +50.3% | +47.6% | +2.7% | +10.4% |
| All | +16.9% | -32.8% | +49.7% | -6.7% |
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