+58.3%
EWZ vs ARWR
-40.7%
+99.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.3% | +17.3% | +3.4% |
| 7D | +1.4% | -17.3% | +18.7% | +3.0% |
| 30D | -25.1% | -21.5% | -3.6% | -23.6% |
| 3M | -7.7% | -43.8% | +36.1% | -3.0% |
| 6M | -15.8% | -32.3% | +16.4% | -13.5% |
| YTD | +3.6% | -25.8% | +29.5% | +5.1% |
| 1Y | +5.5% | +25.5% | -20.0% | +1.6% |
| 3Y | +22.1% | +84.1% | -62.0% | +8.2% |
| 5Y | +58.3% | -39.2% | +97.6% | +48.9% |
| All | +58.3% | -40.7% | +99.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling