+929.0%
EWY vs BAC
+317.7%
+611.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +10.4% | +1.5% | +8.9% | +9.9% |
| 30D | -12.7% | -6.4% | -6.3% | -10.7% |
| 3M | -17.3% | -21.7% | +4.3% | -10.4% |
| 6M | -18.6% | +0.5% | -19.0% | -18.9% |
| YTD | +49.5% | -6.7% | +56.2% | +52.3% |
| 1Y | +55.0% | -4.7% | +59.6% | +56.6% |
| 3Y | +159.0% | +96.1% | +62.9% | +102.7% |
| 5Y | +102.5% | +21.7% | +80.8% | +83.0% |
| 10Y | +232.2% | +232.0% | +0.3% | +106.7% |
| All | +929.0% | +317.7% | +611.3% | +359.8% |
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