+290.8%
EWY vs BAC
+399.7%
-108.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +9.3% | -1.8% | +11.0% | +9.9% |
| 3M | +2.4% | +15.3% | -12.9% | -3.2% |
| 6M | +40.3% | +30.2% | +10.1% | +26.4% |
| YTD | +88.0% | +15.6% | +72.4% | +76.7% |
| 1Y | +143.8% | +27.5% | +116.4% | +120.1% |
| 3Y | +217.8% | +137.0% | +80.7% | +119.2% |
| 5Y | +142.7% | +75.6% | +67.2% | +85.7% |
| All | +290.8% | +399.7% | -108.9% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling