+147.8%
EWY vs BAH
-24.0%
+171.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.3% |
| 7D | -0.1% | +4.3% | -4.3% | +1.0% |
| 30D | +7.3% | -2.5% | +9.8% | +6.9% |
| 3M | -5.1% | -0.9% | -4.2% | -2.0% |
| 6M | +42.1% | +1.5% | +40.6% | +47.0% |
| YTD | +94.1% | -8.0% | +102.1% | +100.7% |
| 1Y | +147.8% | -24.7% | +172.6% | +154.9% |
| All | +147.8% | -24.0% | +171.9% | +154.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling