+148.7%
EWY vs BEN
+36.0%
+112.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -3.1% | +3.0% | +1.2% |
| 30D | +7.3% | +0.2% | +7.1% | +7.3% |
| 3M | -5.1% | +6.8% | -12.0% | -7.6% |
| 6M | +42.1% | +38.1% | +4.0% | +26.1% |
| YTD | +94.1% | +44.3% | +49.8% | +68.9% |
| 1Y | +147.8% | +42.6% | +105.3% | +116.0% |
| 3Y | +222.9% | +52.3% | +170.6% | +167.2% |
| All | +148.7% | +36.0% | +112.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling