+432.5%
EWZ vs BAX
+116.1%
+316.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | +4.8% | -5.5% | +10.3% | +6.8% |
| 3M | +9.9% | +33.5% | -23.6% | -1.5% |
| 6M | +1.9% | +35.9% | -33.9% | -9.6% |
| YTD | +20.3% | +35.4% | -15.1% | +5.5% |
| 1Y | +35.6% | +9.8% | +25.9% | +26.9% |
| 3Y | +43.4% | -32.7% | +76.2% | +53.4% |
| 5Y | +55.9% | -65.6% | +121.5% | +110.8% |
| 10Y | +84.2% | -34.9% | +119.1% | +92.1% |
| All | +432.5% | +116.1% | +316.5% | +357.8% |
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 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