+432.5%
EWZ vs AU
+766.6%
-334.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +6.5% | -3.6% | +10.1% | +7.3% |
| 30D | +4.8% | +23.9% | -19.0% | -0.2% |
| 3M | +9.9% | +19.1% | -9.2% | +4.9% |
| 6M | +1.9% | -0.2% | +2.1% | +0.3% |
| YTD | +20.3% | +32.5% | -12.2% | +10.7% |
| 1Y | +35.6% | +96.9% | -61.3% | +13.6% |
| 3Y | +43.4% | +614.7% | -571.3% | -13.0% |
| 5Y | +55.9% | +647.7% | -591.8% | -10.0% |
| 10Y | +84.2% | +679.2% | -595.1% | -8.9% |
| All | +432.5% | +766.6% | -334.0% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling