+412.2%
BAC vs EWZ
+436.1%
-23.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +1.1% | +6.5% | -5.4% | -2.1% |
| 30D | -0.4% | +4.8% | -5.2% | -2.9% |
| 3M | +16.9% | +9.9% | +7.0% | +11.2% |
| 6M | +26.6% | +1.9% | +24.7% | +24.5% |
| YTD | +15.8% | +20.3% | -4.5% | +4.3% |
| 1Y | +27.2% | +35.6% | -8.5% | +7.5% |
| 3Y | +132.4% | +43.4% | +89.0% | +87.6% |
| 5Y | +72.6% | +55.9% | +16.6% | +28.0% |
| 10Y | +389.7% | +84.2% | +305.6% | +193.2% |
| All | +412.2% | +436.1% | -23.9% | +147.4% |
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 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