+4.1%
EWZ vs BAX
+47.2%
-43.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.6% |
| 7D | +1.4% | +9.0% | -7.6% | +0.1% |
| 30D | -25.1% | +8.5% | -33.6% | -26.1% |
| 3M | -7.7% | -4.1% | -3.6% | -7.4% |
| 6M | -15.8% | +46.9% | -62.8% | -22.0% |
| YTD | +3.6% | +38.4% | -34.8% | -4.7% |
| All | +4.1% | +47.2% | -43.0% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling