+147.8%
EWY vs BAX
-0.4%
+148.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.5% |
| 7D | -0.1% | -7.9% | +7.8% | +1.0% |
| 30D | +7.3% | -11.7% | +19.0% | +9.0% |
| 3M | -5.1% | +16.2% | -21.3% | -7.4% |
| 6M | +42.1% | +32.0% | +10.1% | +33.5% |
| YTD | +94.1% | +24.7% | +69.4% | +82.7% |
| 1Y | +147.8% | -2.6% | +150.5% | +146.3% |
| All | +147.8% | -0.4% | +148.2% | +146.3% |
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