-3.5%
BAC vs EWZ
+0.5%
-4.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +2.1% | +1.3% | +0.7% | +1.9% |
| 30D | -6.7% | -26.2% | +19.5% | -3.1% |
| 3M | -20.2% | -8.6% | -11.6% | -21.0% |
| 6M | -0.2% | -17.0% | +16.8% | +1.1% |
| YTD | -6.4% | +2.2% | -8.5% | -9.1% |
| All | -3.5% | +0.5% | -4.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling