+293.2%
EWY vs BA
+73.1%
+220.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +8.0% | +2.5% | +5.6% | +7.2% |
| 30D | +14.3% | -10.1% | +24.4% | +18.1% |
| 3M | +2.3% | -2.4% | +4.7% | +3.1% |
| 6M | +49.9% | -8.8% | +58.7% | +54.3% |
| YTD | +95.3% | -2.9% | +98.3% | +97.4% |
| 1Y | +161.7% | -8.8% | +170.5% | +168.2% |
| 3Y | +230.2% | -0.3% | +230.4% | +220.3% |
| 5Y | +148.1% | -0.3% | +148.4% | +132.8% |
| 10Y | +293.2% | +72.3% | +220.8% | +169.3% |
| All | +293.2% | +73.1% | +220.1% | +169.3% |
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