+60.1%
EWZ vs AUR
-34.3%
+94.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.1% | +11.1% | -11.2% | -0.8% |
| 30D | +8.2% | -6.9% | +15.1% | +8.6% |
| 3M | +13.3% | +5.5% | +7.8% | +12.6% |
| 6M | +3.6% | +41.0% | -37.4% | +0.5% |
| YTD | +21.0% | +69.3% | -48.3% | +15.9% |
| 1Y | +34.7% | +14.0% | +20.6% | +31.8% |
| 3Y | +48.3% | +90.1% | -41.8% | +34.6% |
| 5Y | +60.1% | -34.4% | +94.5% | +36.5% |
| All | +60.1% | -34.3% | +94.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling