+34.7%
EWZ vs AU
+80.8%
-46.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +8.2% | +12.3% | -4.1% | +5.6% |
| 3M | +13.3% | +29.4% | -16.1% | +7.0% |
| 6M | +3.6% | +3.2% | +0.4% | +0.9% |
| YTD | +21.0% | +31.8% | -10.8% | +14.2% |
| 1Y | +34.7% | +83.4% | -48.7% | +20.9% |
| All | +34.7% | +80.8% | -46.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling