+67.0%
EWZ vs ARWR
+1,021.8%
-954.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +0.6% | -19.9% | +20.5% | +2.7% |
| 30D | -25.5% | -18.7% | -6.8% | -24.1% |
| 3M | -4.5% | -44.7% | +40.2% | +1.0% |
| 6M | -15.3% | -36.5% | +21.2% | -12.0% |
| YTD | +3.1% | -25.7% | +28.7% | +4.8% |
| 1Y | +1.2% | +18.9% | -17.7% | -2.4% |
| 3Y | +19.3% | +83.1% | -63.8% | +4.8% |
| 5Y | +52.3% | -34.9% | +87.1% | +44.1% |
| 10Y | +67.0% | +1,080.9% | -1,013.8% | +19.2% |
| All | +67.0% | +1,021.8% | -954.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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