+222.9%
EWY vs BBY
+42.8%
+180.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +7.3% | +9.4% | -2.1% | +5.5% |
| 3M | -5.1% | +19.3% | -24.5% | -8.4% |
| 6M | +42.1% | +47.9% | -5.9% | +31.5% |
| YTD | +94.1% | +39.6% | +54.6% | +81.1% |
| 1Y | +147.8% | +22.2% | +125.6% | +136.9% |
| 3Y | +222.9% | +45.0% | +177.9% | +187.2% |
| All | +222.9% | +42.8% | +180.1% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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