+8.1%
EWZ vs ASX
+144.4%
-136.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +2.1% |
| 7D | -4.1% | -14.6% | +10.5% | -2.2% |
| 30D | -25.0% | -21.1% | -3.9% | -22.7% |
| 3M | -10.6% | -3.1% | -7.6% | -10.9% |
| 6M | -16.6% | +17.4% | -34.0% | -22.2% |
| YTD | +2.5% | +135.3% | -132.8% | -21.4% |
| 1Y | +8.1% | +146.5% | -138.4% | -18.4% |
| All | +8.1% | +144.4% | -136.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 1y: compounded portfolio wealth divided by compounded ASX 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…
1y analysis · Full analysis span regression · 6 months rolling