+1,244.2%
EWY vs BB
+22.6%
+1,221.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.2% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | +14.3% | -12.4% | +26.7% | +16.7% |
| 3M | +2.3% | -15.3% | +17.6% | +4.4% |
| 6M | +49.9% | +128.8% | -78.9% | +29.5% |
| YTD | +95.3% | +107.7% | -12.3% | +71.2% |
| 1Y | +161.7% | +103.9% | +57.8% | +128.9% |
| 3Y | +230.2% | +72.6% | +157.6% | +182.5% |
| 5Y | +148.1% | -24.3% | +172.4% | +133.7% |
| 10Y | +293.2% | +3.1% | +290.0% | +197.2% |
| All | +1,244.2% | +22.6% | +1,221.5% | +532.0% |
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