+43.6%
EWZ vs BAX
-36.8%
+80.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | +12.1% | -13.6% | -4.7% |
| 30D | -24.5% | +7.6% | -32.1% | -26.4% |
| 3M | -10.7% | -4.5% | -6.2% | -9.9% |
| 6M | -19.1% | +52.0% | -71.1% | -29.5% |
| YTD | +1.6% | +35.1% | -33.5% | -9.5% |
| 1Y | +4.3% | +43.7% | -39.4% | -9.1% |
| 3Y | +19.0% | -20.9% | +39.9% | +19.9% |
| 5Y | +57.7% | -63.5% | +121.2% | +116.1% |
| All | +43.6% | -36.8% | +80.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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