+303.5%
EWY vs BG
+166.7%
+136.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.7% |
| 7D | -0.1% | +3.1% | -3.2% | -0.9% |
| 30D | +7.3% | +10.2% | -2.9% | +4.4% |
| 3M | -5.1% | -1.7% | -3.5% | -5.2% |
| 6M | +42.1% | +1.0% | +41.1% | +40.5% |
| YTD | +94.1% | +39.9% | +54.2% | +75.7% |
| 1Y | +147.8% | +53.2% | +94.6% | +117.9% |
| 3Y | +222.9% | +16.3% | +206.6% | +201.4% |
| 5Y | +150.6% | +83.9% | +66.8% | +97.1% |
| All | +303.5% | +166.7% | +136.8% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling