+54.2%
EWZ vs BAX
-64.2%
+118.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -24.4% | +4.1% | -28.4% | -25.0% |
| 3M | -4.6% | -4.5% | 0.0% | -4.1% |
| 6M | -11.6% | +49.2% | -60.8% | -17.6% |
| YTD | +2.4% | +35.2% | -32.9% | -3.8% |
| 1Y | +2.1% | +38.3% | -36.2% | -4.5% |
| 3Y | +18.7% | -19.0% | +37.8% | +18.4% |
| All | +54.2% | -64.2% | +118.4% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling