+236.3%
EWY vs BAH
+1,071.0%
-834.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +10.4% | -3.2% | +13.7% | +10.9% |
| 30D | -12.7% | +19.5% | -32.3% | -15.4% |
| 3M | -17.3% | +11.1% | -28.4% | -19.1% |
| 6M | -18.6% | +16.3% | -34.9% | -21.5% |
| YTD | +49.5% | +4.8% | +44.7% | +45.4% |
| 1Y | +55.0% | +4.9% | +50.1% | +50.4% |
| 3Y | +159.0% | -27.0% | +186.0% | +163.7% |
| 5Y | +102.5% | +5.7% | +96.7% | +83.7% |
| 10Y | +232.2% | +201.0% | +31.3% | +123.5% |
| All | +236.3% | +1,071.0% | -834.6% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling