+347.0%
EWZ vs AU
+596.0%
-249.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.7% | -1.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.2% |
| 30D | -25.9% | -4.4% | -21.4% | -25.4% |
| 3M | -6.1% | -10.0% | +3.8% | -4.8% |
| 6M | -16.1% | -14.5% | -1.6% | -14.7% |
| YTD | +1.0% | +6.4% | -5.4% | -3.2% |
| 1Y | 0.0% | +7.7% | -7.7% | -4.7% |
| 3Y | +16.8% | +514.1% | -497.3% | -26.8% |
| 5Y | +52.1% | +386.5% | -334.5% | -4.0% |
| 10Y | +63.6% | +851.3% | -787.7% | -23.7% |
| All | +347.0% | +596.0% | -249.0% | +119.3% |
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