+67.0%
EWZ vs BAX
-35.7%
+102.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -25.5% | +6.3% | -31.8% | -27.0% |
| 3M | -4.5% | -4.6% | 0.0% | -3.7% |
| 6M | -15.3% | +50.4% | -65.7% | -25.9% |
| YTD | +3.1% | +38.0% | -34.9% | -8.8% |
| 1Y | +1.2% | +44.6% | -43.4% | -11.9% |
| 3Y | +19.3% | -15.1% | +34.4% | +17.2% |
| 5Y | +52.3% | -63.3% | +115.6% | +109.7% |
| 10Y | +67.0% | -34.4% | +101.4% | +87.8% |
| All | +67.0% | -35.7% | +102.7% | +87.8% |
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