+303.5%
EWY vs BAX
-38.1%
+341.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.7% |
| 7D | -0.1% | -7.9% | +7.8% | +2.1% |
| 30D | +7.3% | -11.7% | +19.0% | +10.9% |
| 3M | -5.1% | +16.2% | -21.3% | -9.8% |
| 6M | +42.1% | +32.0% | +10.1% | +29.5% |
| YTD | +94.1% | +24.7% | +69.4% | +78.1% |
| 1Y | +147.8% | -2.6% | +150.5% | +143.2% |
| 3Y | +222.9% | -35.0% | +257.9% | +247.7% |
| 5Y | +150.6% | -67.6% | +218.2% | +247.9% |
| All | +303.5% | -38.1% | +341.6% | +323.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling