+50.4%
EWZ vs AUR
+90.4%
-40.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.8% |
| 7D | +5.6% | +19.2% | -13.7% | +4.1% |
| 30D | +9.3% | -7.8% | +17.0% | +9.8% |
| 3M | +15.7% | +4.0% | +11.7% | +14.9% |
| 6M | +7.4% | +45.0% | -37.6% | +3.3% |
| YTD | +22.7% | +69.5% | -46.8% | +16.4% |
| 1Y | +36.4% | +13.0% | +23.4% | +32.9% |
| 3Y | +50.4% | +90.4% | -40.0% | +26.7% |
| All | +50.4% | +90.4% | -40.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling