+134.8%
EWY vs BA
-11.5%
+146.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +3.9% |
| 7D | -10.4% | +1.1% | -11.5% | -10.6% |
| 30D | -25.4% | -7.9% | -17.5% | -23.5% |
| 3M | -16.5% | -25.3% | +8.8% | -7.9% |
| 6M | -24.7% | -24.6% | -0.1% | -17.3% |
| YTD | +40.9% | -20.1% | +61.1% | +51.7% |
| 1Y | +49.8% | -11.8% | +61.6% | +57.0% |
| 3Y | +134.8% | -10.1% | +144.9% | +124.6% |
| All | +134.8% | -11.5% | +146.3% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling