+235.5%
EWY vs BIL
+26.1%
+209.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +10.4% | +0.1% | +10.4% | +10.4% |
| 30D | -12.7% | +0.3% | -13.0% | -12.7% |
| 3M | -17.3% | +0.9% | -18.3% | -17.0% |
| 6M | -18.6% | +1.8% | -20.4% | -18.1% |
| YTD | +49.5% | +3.1% | +46.4% | +48.2% |
| 1Y | +55.0% | +3.7% | +51.3% | +53.0% |
| 3Y | +159.0% | +13.8% | +145.2% | +120.3% |
| 5Y | +102.5% | +20.2% | +82.2% | +49.4% |
| All | +235.5% | +26.1% | +209.4% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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