+1,236.8%
EWY vs BAC
+418.3%
+818.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +11.7% | -0.4% | +12.1% | +11.7% |
| 3M | -7.4% | +16.9% | -24.3% | -12.3% |
| 6M | +40.6% | +26.6% | +13.9% | +29.6% |
| YTD | +94.3% | +15.8% | +78.5% | +84.0% |
| 1Y | +164.3% | +27.2% | +137.1% | +142.2% |
| 3Y | +221.0% | +132.4% | +88.6% | +136.9% |
| 5Y | +139.1% | +72.6% | +66.5% | +92.1% |
| 10Y | +298.8% | +389.7% | -90.9% | +117.8% |
| All | +1,236.8% | +418.3% | +818.5% | +455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling