+1,236.8%
EWY vs BA
+775.1%
+461.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.3% |
| 7D | +4.8% | +1.2% | +3.7% | +4.3% |
| 30D | +11.7% | -11.6% | +23.3% | +17.4% |
| 3M | -7.4% | -2.4% | -5.0% | -6.4% |
| 6M | +40.6% | -6.6% | +47.2% | +44.8% |
| YTD | +94.3% | -2.2% | +96.5% | +96.2% |
| 1Y | +164.3% | -8.0% | +172.3% | +171.8% |
| 3Y | +221.0% | -5.0% | +226.0% | +212.2% |
| 5Y | +139.1% | -2.7% | +141.8% | +118.9% |
| 10Y | +298.8% | +75.9% | +222.9% | +115.8% |
| All | +1,236.8% | +775.1% | +461.8% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling