+50.3%
EWZ vs ASX
+849.3%
-799.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.6% | -6.7% | -0.4% |
| 7D | +1.4% | -12.3% | +13.7% | +4.2% |
| 30D | -25.1% | -26.0% | +0.9% | -19.9% |
| 3M | -7.7% | -8.1% | +0.4% | -8.0% |
| 6M | -15.8% | +1.4% | -17.2% | -21.1% |
| YTD | +3.6% | +115.6% | -111.9% | -24.8% |
| 1Y | +5.5% | +128.0% | -122.5% | -25.0% |
| 3Y | +22.1% | +371.4% | -349.3% | -36.1% |
| 5Y | +58.3% | +469.4% | -411.1% | -26.7% |
| 10Y | +50.3% | +842.6% | -792.4% | -54.4% |
| All | +50.3% | +849.3% | -799.0% | -54.4% |
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 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