+81.1%
EWZ vs ASX
+863.2%
-782.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +4.8% | +2.0% | +2.9% | +3.9% |
| 3M | +9.9% | -1.3% | +11.2% | +7.6% |
| 6M | +1.9% | +71.4% | -69.5% | -18.0% |
| YTD | +20.3% | +135.3% | -115.0% | -13.1% |
| 1Y | +35.6% | +267.5% | -231.9% | -16.5% |
| 3Y | +43.4% | +388.5% | -345.0% | -24.3% |
| 5Y | +55.9% | +417.1% | -361.2% | -22.9% |
| All | +81.1% | +863.2% | -782.1% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling