+62.4%
EWY vs BAX
+46.0%
+16.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.3% |
| 7D | -8.3% | +4.1% | -12.4% | -8.8% |
| 30D | -20.5% | +9.4% | -30.0% | -21.4% |
| 3M | -11.1% | -6.5% | -4.6% | -10.4% |
| 6M | -7.0% | +59.6% | -66.6% | -14.9% |
| YTD | +56.5% | +38.9% | +17.6% | +45.1% |
| 1Y | +62.4% | +48.0% | +14.4% | +50.5% |
| All | +62.4% | +46.0% | +16.4% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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