+4.1%
EWZ vs ASX
+126.1%
-122.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.6% | -6.7% | +0.9% |
| 7D | +1.4% | -12.3% | +13.7% | +2.6% |
| 30D | -25.1% | -26.0% | +0.9% | -22.6% |
| 3M | -7.7% | -8.1% | +0.4% | -7.8% |
| 6M | -15.8% | +1.4% | -17.2% | -19.5% |
| YTD | +3.6% | +115.6% | -111.9% | -19.4% |
| All | +4.1% | +126.1% | -122.0% | -20.1% |
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