+60.8%
EWZ vs RBA
+225.5%
-164.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +1.3% | +3.2% | -1.9% | +0.5% |
| 30D | -26.2% | +12.0% | -38.2% | -28.6% |
| 3M | -8.6% | +2.9% | -11.5% | -9.7% |
| 6M | -17.0% | -6.3% | -10.8% | -16.5% |
| YTD | +2.2% | -5.9% | +8.0% | +2.1% |
| 1Y | +2.7% | -3.9% | +6.6% | +1.8% |
| 3Y | +18.2% | +64.9% | -46.7% | -2.2% |
| 5Y | +56.0% | +48.5% | +7.5% | +29.7% |
| 10Y | +60.8% | +211.8% | -151.0% | -4.4% |
| All | +60.8% | +225.5% | -164.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling