+157.0%
EWY vs BEN
+86.4%
+70.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +4.2% | +6.8% | -2.6% | +1.4% |
| 30D | -10.7% | +18.0% | -28.6% | -16.4% |
| 3M | -20.1% | +7.5% | -27.5% | -22.2% |
| 6M | -24.3% | +14.7% | -39.0% | -28.1% |
| YTD | +46.9% | +56.1% | -9.2% | +25.9% |
| 1Y | +55.2% | +69.6% | -14.4% | +29.8% |
| 3Y | +157.0% | +87.7% | +69.3% | +101.6% |
| All | +157.0% | +86.4% | +70.6% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling