+11.4%
EWZ vs AS
+139.2%
-127.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +1.0% |
| 7D | -4.1% | +13.8% | -17.8% | -5.6% |
| 30D | -25.0% | +16.7% | -41.6% | -26.4% |
| 3M | -10.6% | -11.5% | +0.9% | -9.4% |
| 6M | -16.6% | -5.5% | -11.1% | -16.3% |
| YTD | +2.5% | -14.2% | +16.7% | +3.6% |
| 1Y | +8.1% | +2.1% | +6.0% | +7.3% |
| All | +11.4% | +139.2% | -127.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling