+229.5%
EWY vs BAH
+198.8%
+30.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +4.2% | +1.7% | +2.5% | +4.0% |
| 30D | -10.7% | +20.8% | -31.5% | -12.6% |
| 3M | -20.1% | +11.6% | -31.6% | -21.2% |
| 6M | -24.3% | +23.1% | -47.4% | -26.5% |
| YTD | +46.9% | +5.3% | +41.6% | +44.6% |
| 1Y | +55.2% | +6.1% | +49.0% | +52.3% |
| 3Y | +157.0% | -27.5% | +184.4% | +163.4% |
| 5Y | +98.9% | +6.2% | +92.7% | +80.6% |
| All | +229.5% | +198.8% | +30.8% | +135.6% |
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