+64.2%
EWZ vs ARWR
+1,009.4%
-945.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.4% | -1.6% |
| 7D | +0.1% | -17.9% | +18.0% | +1.9% |
| 30D | -25.9% | -18.9% | -7.0% | -24.5% |
| 3M | -6.1% | -46.0% | +39.8% | -0.5% |
| 6M | -16.1% | -40.3% | +24.2% | -12.3% |
| YTD | +1.0% | -29.0% | +30.0% | +3.2% |
| 1Y | 0.0% | +13.8% | -13.9% | -3.2% |
| 3Y | +16.8% | +74.9% | -58.1% | +3.1% |
| 5Y | +52.1% | -36.2% | +88.3% | +44.2% |
| All | +64.2% | +1,009.4% | -945.2% | +17.7% |
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