+18.7%
EWZ vs AR
-30.9%
+49.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +2.6% |
| 7D | -4.1% | -11.1% | +7.0% | -2.4% |
| 30D | -25.0% | +7.9% | -32.9% | -26.1% |
| 3M | -10.6% | +4.9% | -15.5% | -11.7% |
| 6M | -16.6% | -5.3% | -11.3% | -16.5% |
| YTD | +2.5% | +8.6% | -6.1% | -0.3% |
| 1Y | +8.1% | +13.7% | -5.6% | +4.3% |
| 3Y | +20.4% | +22.8% | -2.3% | +12.1% |
| 5Y | +62.7% | +82.0% | -19.3% | +36.4% |
| 10Y | +52.6% | +51.8% | +0.8% | +11.6% |
| All | +18.7% | -30.9% | +49.6% | -5.7% |
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