+91.2%
EWZ vs AU
+694.8%
-603.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.9% |
| 7D | +1.1% | -7.0% | +8.1% | +2.1% |
| 30D | +13.5% | +7.3% | +6.2% | +12.1% |
| 3M | +15.2% | +33.2% | -18.0% | +9.9% |
| 6M | +3.7% | -0.6% | +4.3% | +2.6% |
| YTD | +22.5% | +26.2% | -3.6% | +16.9% |
| 1Y | +35.3% | +68.3% | -33.0% | +23.4% |
| 3Y | +50.2% | +592.1% | -541.9% | +9.7% |
| 5Y | +64.6% | +685.3% | -620.7% | +15.7% |
| All | +91.2% | +694.8% | -603.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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