+303.5%
EWY vs BAH
+207.9%
+95.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | -0.1% | +4.3% | -4.3% | -0.6% |
| 30D | +7.3% | -2.5% | +9.8% | +7.5% |
| 3M | -5.1% | -0.9% | -4.2% | -5.2% |
| 6M | +42.1% | +1.5% | +40.6% | +40.8% |
| YTD | +94.1% | -8.0% | +102.1% | +94.3% |
| 1Y | +147.8% | -24.7% | +172.6% | +156.8% |
| 3Y | +222.9% | -28.4% | +251.3% | +225.5% |
| 5Y | +150.6% | +2.8% | +147.8% | +124.6% |
| All | +303.5% | +207.9% | +95.5% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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