+36.4%
EWZ vs BAX
+2.7%
+33.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.7% | +2.5% |
| 7D | +5.6% | -2.4% | +8.0% | +5.9% |
| 30D | +9.3% | -9.7% | +19.0% | +10.7% |
| 3M | +15.7% | +29.3% | -13.6% | +10.8% |
| 6M | +7.4% | +40.7% | -33.2% | +1.0% |
| YTD | +22.7% | +30.3% | -7.6% | +16.0% |
| 1Y | +36.4% | +3.4% | +33.0% | +30.7% |
| All | +36.4% | +2.7% | +33.7% | +30.7% |
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