+35.3%
EWZ vs AUR
+10.3%
+25.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.6% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | +13.5% | -8.9% | +22.4% | +14.4% |
| 3M | +15.2% | +4.6% | +10.6% | +13.8% |
| 6M | +3.7% | +44.9% | -41.1% | -4.0% |
| YTD | +22.5% | +64.8% | -42.3% | +10.9% |
| 1Y | +35.3% | +16.4% | +18.9% | +29.2% |
| All | +35.3% | +10.3% | +25.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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