+226.4%
EWY vs BIL
+14.1%
+212.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.7% | +0.1% | +6.6% | +7.7% |
| 30D | +17.0% | +0.3% | +16.7% | +22.3% |
| 3M | +3.7% | +0.9% | +2.8% | +18.3% |
| 6M | +42.5% | +1.8% | +40.7% | +75.6% |
| YTD | +96.2% | +2.5% | +93.8% | +150.7% |
| 1Y | +160.4% | +3.7% | +156.7% | +261.9% |
| All | +226.4% | +14.1% | +212.4% | +381.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling