+312.8%
BAC vs EWZ
+350.0%
-37.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -6.4% | -25.9% | +19.5% | +6.6% |
| 3M | -21.7% | -6.1% | -15.5% | -21.2% |
| 6M | +0.5% | -16.1% | +16.6% | +6.5% |
| YTD | -6.7% | +1.0% | -7.7% | -10.5% |
| 1Y | -4.7% | 0.0% | -4.6% | -8.3% |
| 3Y | +96.1% | +16.8% | +79.2% | +71.1% |
| 5Y | +21.7% | +52.1% | -30.4% | -10.4% |
| 10Y | +232.0% | +63.6% | +168.4% | +107.6% |
| All | +312.8% | +350.0% | -37.2% | +112.1% |
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