+910.6%
EWY vs BB
+38.7%
+871.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | +4.2% | +1.8% | +2.4% | +3.9% |
| 30D | -10.7% | +8.1% | -18.8% | -11.9% |
| 3M | -20.1% | -1.0% | -19.1% | -20.3% |
| 6M | -24.3% | +45.9% | -70.2% | -29.7% |
| YTD | +46.9% | +134.8% | -88.0% | +25.7% |
| 1Y | +55.2% | +104.6% | -49.4% | +35.4% |
| 3Y | +157.0% | +152.8% | +4.1% | +106.9% |
| 5Y | +98.9% | -17.4% | +116.3% | +84.7% |
| 10Y | +226.3% | +22.4% | +203.9% | +139.0% |
| All | +910.6% | +38.7% | +871.9% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling