+303.5%
EWY vs BIL
+25.3%
+278.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.3% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +7.3% | +0.3% | +7.0% | +7.5% |
| 3M | -5.1% | +0.9% | -6.1% | -5.0% |
| 6M | +42.1% | +1.8% | +40.2% | +40.8% |
| YTD | +94.1% | +2.5% | +91.6% | +90.4% |
| 1Y | +147.8% | +3.7% | +144.1% | +140.5% |
| 3Y | +222.9% | +14.1% | +208.8% | +157.8% |
| 5Y | +150.6% | +19.5% | +131.2% | +73.4% |
| All | +303.5% | +25.3% | +278.2% | +137.7% |
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