+164.3%
EWY vs BAC
+27.5%
+136.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +4.8% | +0.6% | +4.2% | +4.7% |
| 30D | +11.7% | -0.9% | +12.6% | +11.8% |
| 3M | -7.4% | +16.3% | -23.7% | -9.8% |
| 6M | +40.6% | +26.0% | +14.6% | +33.5% |
| YTD | +94.3% | +15.2% | +79.1% | +86.9% |
| 1Y | +164.3% | +26.5% | +137.8% | +148.9% |
| All | +164.3% | +27.5% | +136.8% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling