+56.6%
EWZ vs RBA
+48.6%
+8.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -4.2% | +7.3% | -11.5% | -5.3% |
| 30D | -26.1% | +16.9% | -43.1% | -28.2% |
| 3M | -12.0% | -0.5% | -11.5% | -12.1% |
| 6M | -19.3% | -10.4% | -8.8% | -18.2% |
| YTD | +0.9% | -7.2% | +8.1% | +1.1% |
| 1Y | +3.4% | -2.2% | +5.6% | +2.5% |
| 3Y | +18.6% | +43.7% | -25.1% | +8.2% |
| 5Y | +56.6% | +38.7% | +17.9% | +46.9% |
| All | +56.6% | +48.6% | +8.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling