+166.0%
EWY vs BIL
+13.4%
+152.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.5% |
| 30D | -13.1% | 0.0% | -13.1% | -12.1% |
| 3M | -11.6% | +0.6% | -12.2% | -2.7% |
| 6M | -23.4% | +1.5% | -24.9% | -5.1% |
| YTD | +52.0% | +2.8% | +49.2% | +102.4% |
| 1Y | +58.6% | +3.3% | +55.3% | +117.8% |
| All | +166.0% | +13.4% | +152.6% | +153.4% |
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