+1.2%
EWZ vs ASX
+154.3%
-153.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.1% |
| 30D | -25.5% | -20.4% | -5.1% | -23.6% |
| 3M | -4.5% | -2.1% | -2.4% | -5.3% |
| 6M | -15.3% | +8.2% | -23.5% | -19.3% |
| YTD | +3.1% | +137.3% | -134.2% | -22.7% |
| 1Y | +1.2% | +155.0% | -153.8% | -26.2% |
| All | +1.2% | +154.3% | -153.1% | -26.2% |
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