+634.7%
BA vs EWZ
+436.1%
+198.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.2% | +6.5% | -5.3% | -1.3% |
| 30D | -11.6% | +4.8% | -16.5% | -13.4% |
| 3M | -2.4% | +9.9% | -12.3% | -6.0% |
| 6M | -6.6% | +1.9% | -8.6% | -7.6% |
| YTD | -2.2% | +20.3% | -22.5% | -9.6% |
| 1Y | -8.0% | +35.6% | -43.6% | -18.9% |
| 3Y | -5.0% | +43.4% | -48.4% | -19.0% |
| 5Y | -2.7% | +55.9% | -58.7% | -21.8% |
| 10Y | +75.9% | +84.2% | -8.3% | +29.1% |
| All | +634.7% | +436.1% | +198.7% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling