+161.6%
EWY vs BAH
-27.1%
+188.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.7% |
| 7D | +10.4% | -3.2% | +13.7% | +10.1% |
| 30D | -12.7% | +19.5% | -32.3% | -11.2% |
| 3M | -17.3% | +11.1% | -28.4% | -16.2% |
| 6M | -18.6% | +16.3% | -34.9% | -16.1% |
| YTD | +49.5% | +4.8% | +44.7% | +53.9% |
| 1Y | +55.0% | +4.9% | +50.1% | +59.5% |
| All | +161.6% | -27.1% | +188.8% | +169.3% |
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