+1,236.8%
EWY vs BEN
+626.2%
+610.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +2.8% |
| 7D | +4.8% | +0.2% | +4.6% | +4.7% |
| 30D | +11.7% | -0.5% | +12.2% | +12.1% |
| 3M | -7.4% | +9.7% | -17.1% | -11.6% |
| 6M | +40.6% | +33.9% | +6.7% | +21.2% |
| YTD | +94.3% | +49.0% | +45.3% | +58.0% |
| 1Y | +164.3% | +42.1% | +122.2% | +119.1% |
| 3Y | +221.0% | +51.9% | +169.1% | +146.0% |
| 5Y | +139.1% | +39.0% | +100.1% | +84.0% |
| 10Y | +298.8% | +57.9% | +240.9% | +149.5% |
| All | +1,236.8% | +626.2% | +610.6% | +203.3% |
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