+46.8%
EWZ vs AU
+599.6%
-552.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +9.3% | +12.8% | -3.5% | +6.9% |
| 3M | +15.7% | +28.5% | -12.8% | +10.3% |
| 6M | +7.4% | +4.8% | +2.6% | +5.1% |
| YTD | +22.7% | +31.0% | -8.3% | +15.9% |
| 1Y | +36.4% | +81.4% | -45.0% | +22.3% |
| All | +46.8% | +599.6% | -552.8% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling