+148.1%
EWY vs BAC
+71.7%
+76.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +8.0% | +1.2% | +6.9% | +7.6% |
| 30D | +14.3% | -0.7% | +15.1% | +14.5% |
| 3M | +2.3% | +16.9% | -14.6% | -3.3% |
| 6M | +49.9% | +29.6% | +20.3% | +36.3% |
| YTD | +95.3% | +15.3% | +80.1% | +84.6% |
| 1Y | +161.7% | +28.8% | +132.9% | +137.0% |
| 3Y | +230.2% | +136.4% | +93.8% | +129.1% |
| 5Y | +148.1% | +72.9% | +75.2% | +96.1% |
| All | +148.1% | +71.7% | +76.5% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling