+142.7%
EWY vs BAX
-67.5%
+210.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | +1.2% | -5.4% | +6.7% | +2.2% |
| 30D | +9.3% | -12.4% | +21.7% | +11.7% |
| 3M | +2.4% | +19.1% | -16.7% | -1.2% |
| 6M | +40.3% | +38.6% | +1.7% | +30.9% |
| YTD | +88.0% | +26.7% | +61.3% | +77.3% |
| 1Y | +143.8% | +1.0% | +142.8% | +138.8% |
| 3Y | +217.8% | -33.9% | +251.7% | +230.6% |
| 5Y | +142.7% | -67.0% | +209.8% | +186.7% |
| All | +142.7% | -67.5% | +210.2% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling