+349.8%
EWZ vs BAX
+115.7%
+234.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | +12.1% | -13.6% | -5.4% |
| 30D | -24.5% | +7.6% | -32.1% | -26.7% |
| 3M | -10.7% | -4.5% | -6.2% | -9.8% |
| 6M | -19.1% | +52.0% | -71.1% | -31.1% |
| YTD | +1.6% | +35.1% | -33.5% | -11.3% |
| 1Y | +4.3% | +43.7% | -39.4% | -11.1% |
| 3Y | +19.0% | -20.9% | +39.9% | +19.5% |
| 5Y | +57.7% | -63.5% | +121.2% | +107.4% |
| 10Y | +51.3% | -36.0% | +87.3% | +58.0% |
| All | +349.8% | +115.7% | +234.1% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling