+219.4%
EWY vs BA
+31.3%
+188.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | -6.3% | -1.7% | -4.6% | -5.7% |
| 30D | -19.8% | -9.5% | -10.4% | -17.6% |
| 3M | -14.4% | -26.5% | +12.0% | -6.4% |
| 6M | -25.3% | -27.4% | +2.1% | -18.0% |
| YTD | +46.2% | -20.6% | +66.8% | +56.4% |
| 1Y | +58.3% | -11.4% | +69.7% | +63.8% |
| 3Y | +155.0% | -10.8% | +165.8% | +155.4% |
| 5Y | +99.5% | -21.9% | +121.4% | +101.1% |
| 10Y | +219.4% | +28.1% | +191.3% | +175.0% |
| All | +219.4% | +31.3% | +188.1% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling