+22.1%
EWZ vs AU
+532.9%
-510.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -4.9% | +0.9% |
| 7D | +1.4% | +20.8% | -19.4% | -1.7% |
| 30D | -25.1% | +5.5% | -30.6% | -25.9% |
| 3M | -7.7% | +3.9% | -11.6% | -8.8% |
| 6M | -15.8% | -5.4% | -10.4% | -16.1% |
| YTD | +3.6% | +20.7% | -17.1% | -1.2% |
| 1Y | +5.5% | +49.8% | -44.3% | -2.7% |
| 3Y | +22.1% | +565.6% | -543.5% | -15.5% |
| All | +22.1% | +532.9% | -510.8% | -15.5% |
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