+26.6%
BA vs EWZ
+55.9%
-29.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | -8.9% | -26.2% | +17.2% | +4.1% |
| 3M | -25.5% | -8.6% | -16.9% | -24.5% |
| 6M | -27.0% | -17.0% | -9.9% | -22.2% |
| YTD | -20.1% | +2.2% | -22.3% | -24.3% |
| 1Y | -11.0% | +2.7% | -13.7% | -16.0% |
| 3Y | -11.8% | +18.2% | -30.0% | -24.2% |
| 5Y | -20.6% | +56.0% | -76.7% | -44.3% |
| 10Y | +26.6% | +60.8% | -34.2% | -9.0% |
| All | +26.6% | +55.9% | -29.3% | -9.0% |
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