+66.5%
EWZ vs BAH
+198.8%
-132.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | +1.7% | -1.0% | +0.4% |
| 30D | -24.4% | +20.8% | -45.2% | -27.3% |
| 3M | -4.6% | +11.6% | -16.2% | -7.1% |
| 6M | -11.6% | +23.1% | -34.7% | -16.0% |
| YTD | +2.4% | +5.3% | -2.9% | -0.7% |
| 1Y | +2.1% | +6.1% | -4.1% | -1.3% |
| 3Y | +18.7% | -27.5% | +46.2% | +20.4% |
| 5Y | +54.2% | +6.2% | +48.0% | +35.1% |
| All | +66.5% | +198.8% | -132.3% | +14.4% |
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 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