+28.9%
BA vs EWZ
+42.5%
-13.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.8% |
| 30D | -7.9% | -24.5% | +16.6% | +4.0% |
| 3M | -25.3% | -10.7% | -14.6% | -23.3% |
| 6M | -24.6% | -19.1% | -5.5% | -18.6% |
| YTD | -20.1% | +1.6% | -21.8% | -24.0% |
| 1Y | -11.8% | +4.3% | -16.0% | -17.3% |
| 3Y | -10.1% | +19.0% | -29.1% | -22.9% |
| 5Y | -22.7% | +57.7% | -80.4% | -45.9% |
| All | +28.9% | +42.5% | -13.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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