+164.3%
EWY vs BEN
+42.6%
+121.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +2.6% |
| 7D | +4.8% | +0.2% | +4.6% | +4.7% |
| 30D | +11.7% | -0.5% | +12.2% | +12.0% |
| 3M | -7.4% | +9.7% | -17.1% | -11.9% |
| 6M | +40.6% | +33.9% | +6.7% | +18.6% |
| YTD | +94.3% | +49.0% | +45.3% | +58.3% |
| 1Y | +164.3% | +42.1% | +122.2% | +115.2% |
| All | +164.3% | +42.6% | +121.7% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling