+1,218.2%
BE vs EWY
+140.6%
+1,077.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | +0.4% |
| 7D | +9.7% | +1.2% | +8.5% | +8.5% |
| 30D | +22.4% | +9.3% | +13.1% | +11.7% |
| 3M | +10.4% | +2.4% | +7.9% | +9.0% |
| 6M | +67.9% | +40.3% | +27.6% | +8.3% |
| YTD | +197.5% | +88.0% | +109.5% | +31.2% |
| 1Y | +310.6% | +143.8% | +166.7% | +35.0% |
| 3Y | +1,657.2% | +217.8% | +1,439.5% | +317.0% |
| 5Y | +1,218.2% | +142.7% | +1,075.4% | +381.4% |
| All | +1,218.2% | +140.6% | +1,077.6% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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