+239.4%
EWY vs BIYA
-99.8%
+339.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +3.2% |
| 7D | -0.1% | -1.8% | +1.7% | -0.1% |
| 30D | +7.3% | -17.5% | +24.8% | +7.0% |
| 3M | -5.1% | -78.0% | +72.9% | -6.1% |
| 6M | +42.1% | -89.5% | +131.5% | +43.4% |
| YTD | +94.1% | -94.3% | +188.4% | +96.7% |
| 1Y | +147.8% | -98.6% | +246.4% | +154.3% |
| All | +239.4% | -99.8% | +339.1% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling