+226.4%
EWY vs BAX
-33.8%
+260.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | +6.7% | -5.1% | +11.8% | +7.6% |
| 30D | +17.0% | -12.2% | +29.1% | +19.4% |
| 3M | +3.7% | +21.8% | -18.2% | -0.3% |
| 6M | +42.5% | +36.3% | +6.2% | +33.4% |
| YTD | +96.2% | +27.8% | +68.4% | +84.6% |
| 1Y | +160.4% | -0.1% | +160.4% | +155.4% |
| All | +226.4% | -33.8% | +260.2% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling