+23.3%
BA vs EWZ
+68.6%
-45.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | -1.1% | +0.8% | -1.8% | -1.5% |
| 30D | -7.1% | -24.4% | +17.2% | +4.9% |
| 3M | -25.5% | -4.6% | -21.0% | -26.1% |
| 6M | -28.7% | -11.6% | -17.2% | -26.5% |
| YTD | -21.0% | +2.4% | -23.4% | -25.2% |
| 1Y | -11.9% | +2.1% | -13.9% | -16.5% |
| 3Y | -16.2% | +18.7% | -34.9% | -28.1% |
| 5Y | -22.4% | +54.2% | -76.6% | -45.1% |
| All | +23.3% | +68.6% | -45.3% | -11.4% |
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