+226.4%
EWY vs BAH
-31.4%
+257.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +6.7% | -1.3% | +8.0% | +6.6% |
| 30D | +17.0% | -6.6% | +23.6% | +16.5% |
| 3M | +3.7% | -7.2% | +10.8% | +4.7% |
| 6M | +42.5% | -10.0% | +52.5% | +44.0% |
| YTD | +96.2% | -12.5% | +108.7% | +98.1% |
| 1Y | +160.4% | -27.9% | +188.3% | +165.9% |
| All | +226.4% | -31.4% | +257.8% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling