+142.7%
EWY vs BB
-29.9%
+172.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.7% |
| 7D | +1.2% | -2.1% | +3.3% | +1.6% |
| 30D | +9.3% | -16.0% | +25.3% | +12.8% |
| 3M | +2.4% | -14.5% | +16.9% | +4.7% |
| 6M | +40.3% | +118.6% | -78.3% | +20.9% |
| YTD | +88.0% | +98.9% | -10.9% | +64.5% |
| 1Y | +143.8% | +99.5% | +44.3% | +112.0% |
| 3Y | +217.8% | +65.4% | +152.4% | +172.4% |
| 5Y | +142.7% | -27.6% | +170.4% | +136.3% |
| All | +142.7% | -29.9% | +172.6% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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