-16.4%
EWZ vs BAH
+1,056.2%
-1,072.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.7% |
| 7D | -1.5% | -3.5% | +2.1% | -0.7% |
| 30D | -24.5% | +24.3% | -48.8% | -28.7% |
| 3M | -10.7% | +16.3% | -27.0% | -14.5% |
| 6M | -19.1% | +13.6% | -32.7% | -22.6% |
| YTD | +1.6% | +3.5% | -1.9% | -1.9% |
| 1Y | +4.3% | +2.7% | +1.6% | +0.7% |
| 3Y | +19.0% | -26.6% | +45.5% | +20.4% |
| 5Y | +57.7% | +8.5% | +49.1% | +37.9% |
| 10Y | +51.3% | +225.1% | -173.8% | -7.3% |
| All | -16.4% | +1,056.2% | -1,072.6% | -68.4% |
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 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