+72.3%
BA vs EWZ
+83.4%
-11.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.7% |
| 7D | +2.5% | +5.6% | -3.1% | -0.4% |
| 30D | -10.1% | +9.3% | -19.4% | -14.3% |
| 3M | -2.4% | +15.7% | -18.1% | -9.7% |
| 6M | -8.8% | +7.4% | -16.3% | -12.6% |
| YTD | -2.9% | +22.7% | -25.6% | -13.6% |
| 1Y | -8.8% | +36.4% | -45.1% | -23.4% |
| 3Y | -0.3% | +50.4% | -50.6% | -22.0% |
| 5Y | -0.3% | +67.6% | -67.9% | -29.8% |
| 10Y | +72.3% | +84.1% | -11.7% | +13.2% |
| All | +72.3% | +83.4% | -11.1% | +13.2% |
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