+81.1%
EWZ vs RBA
+187.5%
-106.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | -2.9% | +9.4% | +7.3% |
| 30D | +4.8% | -12.3% | +17.1% | +8.5% |
| 3M | +9.9% | -20.5% | +30.4% | +16.0% |
| 6M | +1.9% | -18.5% | +20.5% | +6.7% |
| YTD | +20.3% | -18.2% | +38.5% | +25.2% |
| 1Y | +35.6% | -27.5% | +63.1% | +45.9% |
| 3Y | +43.4% | +38.1% | +5.4% | +24.7% |
| 5Y | +55.9% | +44.8% | +11.1% | +29.1% |
| All | +81.1% | +187.5% | -106.4% | +10.5% |
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