+148.1%
EWY vs BIL
+19.4%
+128.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +8.0% | +0.1% | +7.9% | +8.3% |
| 30D | +14.3% | +0.3% | +14.1% | +15.6% |
| 3M | +2.3% | +0.9% | +1.4% | +5.3% |
| 6M | +49.9% | +1.8% | +48.0% | +54.5% |
| YTD | +95.3% | +2.5% | +92.9% | +100.1% |
| 1Y | +161.7% | +3.7% | +158.0% | +167.4% |
| 3Y | +230.2% | +14.1% | +216.1% | +153.4% |
| 5Y | +148.1% | +19.4% | +128.7% | +48.5% |
| All | +148.1% | +19.4% | +128.7% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling