+62.4%
EWY vs BA
-12.3%
+74.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -3.0% |
| 7D | -8.3% | +5.9% | -14.2% | -11.1% |
| 30D | -20.5% | -8.2% | -12.4% | -17.2% |
| 3M | -11.1% | -25.4% | +14.3% | +5.1% |
| 6M | -7.0% | -20.0% | +13.0% | +5.1% |
| YTD | +56.5% | -18.5% | +74.9% | +69.8% |
| 1Y | +62.4% | -10.6% | +73.1% | +72.4% |
| All | +62.4% | -12.3% | +74.7% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling