-16.9%
EWZ vs BAH
+1,110.0%
-1,127.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -4.2% | +6.0% | -10.2% | -5.5% |
| 30D | -26.1% | +31.1% | -57.2% | -31.0% |
| 3M | -12.0% | +25.2% | -37.2% | -17.2% |
| 6M | -19.3% | +18.9% | -38.2% | -23.5% |
| YTD | +0.9% | +8.3% | -7.4% | -3.5% |
| 1Y | +3.4% | +6.2% | -2.8% | -0.8% |
| 3Y | +18.6% | -22.8% | +41.4% | +18.6% |
| 5Y | +56.6% | +13.6% | +43.0% | +35.6% |
| 10Y | +50.3% | +240.2% | -189.9% | -8.9% |
| All | -16.9% | +1,110.0% | -1,127.0% | -68.9% |
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