+885.1%
EWY vs BAC
+319.1%
+566.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -10.2% | +2.1% | -12.3% | -10.8% |
| 30D | -21.5% | -6.7% | -14.8% | -19.6% |
| 3M | -14.7% | -20.2% | +5.6% | -8.0% |
| 6M | -26.8% | -0.2% | -26.6% | -27.0% |
| YTD | +43.2% | -6.4% | +49.5% | +45.6% |
| 1Y | +48.7% | -3.1% | +51.9% | +49.5% |
| 3Y | +147.9% | +96.7% | +51.2% | +93.8% |
| 5Y | +98.8% | +21.3% | +77.6% | +79.9% |
| 10Y | +216.5% | +237.7% | -21.2% | +95.8% |
| All | +885.1% | +319.1% | +566.0% | +339.7% |
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 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