+869.8%
EWY vs BA
+614.9%
+254.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +3.9% |
| 7D | -10.4% | +1.1% | -11.5% | -10.7% |
| 30D | -25.4% | -7.9% | -17.5% | -23.2% |
| 3M | -16.5% | -25.3% | +8.8% | -6.6% |
| 6M | -24.7% | -24.6% | -0.1% | -16.1% |
| YTD | +40.9% | -20.1% | +61.1% | +53.6% |
| 1Y | +49.8% | -11.8% | +61.6% | +56.4% |
| 3Y | +134.8% | -10.1% | +144.9% | +132.3% |
| 5Y | +91.4% | -22.7% | +114.2% | +92.0% |
| 10Y | +204.3% | +35.1% | +169.2% | +83.7% |
| All | +869.8% | +614.9% | +254.9% | +183.8% |
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