+9.7%
EWZ vs AS
+133.7%
-124.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -4.2% | +7.1% | -11.3% | -5.0% |
| 30D | -26.1% | +12.8% | -39.0% | -27.3% |
| 3M | -12.0% | -14.7% | +2.7% | -10.4% |
| 6M | -19.3% | -9.9% | -9.3% | -18.5% |
| YTD | +0.9% | -16.1% | +17.1% | +2.3% |
| 1Y | +3.4% | +0.2% | +3.2% | +2.9% |
| All | +9.7% | +133.7% | -124.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling