+58.3%
EWZ vs ASX
+464.2%
-405.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.6% | -6.7% | +0.5% |
| 7D | +1.4% | -12.3% | +13.7% | +3.2% |
| 30D | -25.1% | -26.0% | +0.9% | -21.8% |
| 3M | -7.7% | -8.1% | +0.4% | -7.8% |
| 6M | -15.8% | +1.4% | -17.2% | -19.1% |
| YTD | +3.6% | +115.6% | -111.9% | -15.6% |
| 1Y | +5.5% | +128.0% | -122.5% | -15.2% |
| 3Y | +22.1% | +371.4% | -349.3% | -19.0% |
| 5Y | +58.3% | +469.4% | -411.1% | -3.0% |
| All | +58.3% | +464.2% | -405.8% | -3.0% |
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