+54.2%
EWZ vs ASX
+482.2%
-428.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +0.8% | +12.4% | -11.6% | -1.3% |
| 30D | -24.4% | -19.8% | -4.6% | -22.2% |
| 3M | -4.6% | -10.3% | +5.7% | -4.2% |
| 6M | -11.6% | +1.2% | -12.8% | -14.8% |
| YTD | +2.4% | +123.0% | -120.6% | -17.1% |
| 1Y | +2.1% | +145.4% | -143.4% | -19.0% |
| 3Y | +18.7% | +368.6% | -349.9% | -20.9% |
| All | +54.2% | +482.2% | -428.0% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling