+910.6%
EWY vs BEN
+660.9%
+249.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +4.2% | +6.8% | -2.6% | +0.7% |
| 30D | -10.7% | +18.0% | -28.6% | -17.9% |
| 3M | -20.1% | +7.5% | -27.5% | -22.8% |
| 6M | -24.3% | +14.7% | -39.0% | -29.4% |
| YTD | +46.9% | +56.1% | -9.2% | +16.9% |
| 1Y | +55.2% | +69.6% | -14.4% | +18.2% |
| 3Y | +157.0% | +87.7% | +69.3% | +77.1% |
| 5Y | +98.9% | +28.6% | +70.2% | +61.6% |
| 10Y | +226.3% | +59.8% | +166.5% | +106.2% |
| All | +910.6% | +660.9% | +249.7% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling