+707.7%
BE vs EWY
+155.1%
+552.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -1.8% |
| 7D | +20.5% | +10.4% | +10.1% | +9.3% |
| 30D | -23.4% | -12.7% | -10.6% | -9.8% |
| 3M | -14.9% | -17.3% | +2.5% | +6.4% |
| 6M | -28.1% | -18.6% | -9.5% | -10.2% |
| YTD | +132.4% | +49.5% | +82.9% | +41.0% |
| 1Y | +59.4% | +55.0% | +4.4% | -6.6% |
| 3Y | +1,815.8% | +159.0% | +1,656.9% | +546.4% |
| 5Y | +491.3% | +102.5% | +388.8% | +164.6% |
| All | +707.7% | +155.1% | +552.7% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling