+49.8%
EWZ vs AUR
-36.6%
+86.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.5% | +8.7% | -2.2% | +5.9% |
| 30D | +4.8% | -5.2% | +10.1% | +5.1% |
| 3M | +9.9% | -7.3% | +17.2% | +10.1% |
| 6M | +1.9% | +41.2% | -39.3% | -1.0% |
| YTD | +20.3% | +65.1% | -44.8% | +15.4% |
| 1Y | +35.6% | +13.4% | +22.2% | +32.8% |
| 3Y | +43.4% | +98.1% | -54.7% | +30.0% |
| 5Y | +55.9% | -36.0% | +92.0% | +36.2% |
| All | +49.8% | -36.6% | +86.4% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling