-1.0%
EWZ vs BAH
+886.2%
-887.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +6.5% | -3.2% | +9.7% | +7.3% |
| 30D | +4.8% | +2.0% | +2.8% | +4.2% |
| 3M | +9.9% | -7.6% | +17.5% | +11.3% |
| 6M | +1.9% | -5.7% | +7.6% | +2.1% |
| YTD | +20.3% | -11.7% | +32.0% | +21.4% |
| 1Y | +35.6% | -27.4% | +63.0% | +43.4% |
| 3Y | +43.4% | -32.5% | +76.0% | +48.0% |
| 5Y | +55.9% | -3.3% | +59.3% | +39.9% |
| 10Y | +84.2% | +186.0% | -101.8% | +16.5% |
| All | -1.0% | +886.2% | -887.2% | -60.9% |
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 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