+55.2%
EWY vs BAC
-3.1%
+58.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +4.2% | +3.2% | +1.0% | +3.0% |
| 30D | -10.7% | -0.7% | -9.9% | -10.2% |
| 3M | -20.1% | -20.0% | -0.1% | -15.4% |
| 6M | -24.3% | +3.4% | -27.7% | -24.1% |
| YTD | +46.9% | -5.7% | +52.6% | +48.3% |
| 1Y | +55.2% | -1.4% | +56.6% | +53.7% |
| All | +55.2% | -3.1% | +58.3% | +53.7% |
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