+343.1%
EWY vs BIL
+30.4%
+312.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.8% |
| 7D | +4.8% | +0.1% | +4.7% | +5.4% |
| 30D | +11.7% | +0.3% | +11.3% | +13.9% |
| 3M | -7.4% | +0.9% | -8.3% | -1.8% |
| 6M | +40.6% | +1.8% | +38.7% | +57.0% |
| YTD | +94.3% | +2.4% | +91.8% | +124.8% |
| 1Y | +164.3% | +3.7% | +160.6% | +229.8% |
| 3Y | +221.0% | +14.2% | +206.8% | +624.5% |
| 5Y | +139.1% | +19.4% | +119.7% | +620.7% |
| 10Y | +298.8% | +25.2% | +273.6% | +1,564.7% |
| All | +343.1% | +30.4% | +312.7% | +2,036.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling