+235.0%
EWY vs BIL
+31.3%
+203.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.7% |
| 30D | -10.7% | +0.3% | -11.0% | -8.8% |
| 3M | -20.1% | +1.0% | -21.0% | -15.3% |
| 6M | -24.3% | +1.9% | -26.2% | -15.2% |
| YTD | +46.9% | +3.2% | +43.7% | +77.4% |
| 1Y | +55.2% | +3.7% | +51.5% | +93.4% |
| 3Y | +157.0% | +13.8% | +143.1% | +468.0% |
| 5Y | +98.9% | +20.3% | +78.6% | +526.3% |
| 10Y | +226.3% | +26.2% | +200.1% | +1,329.1% |
| All | +235.0% | +31.3% | +203.7% | +1,586.4% |
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 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