+239.6%
EWY vs BIYA
-99.8%
+339.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.6% |
| 7D | +4.8% | +1.3% | +3.5% | +4.8% |
| 30D | +11.7% | -21.0% | +32.6% | +11.3% |
| 3M | -7.4% | -74.3% | +66.9% | -8.1% |
| 6M | +40.6% | -84.6% | +125.2% | +41.6% |
| YTD | +94.3% | -94.2% | +188.4% | +96.9% |
| 1Y | +164.3% | -98.2% | +262.5% | +170.2% |
| All | +239.6% | -99.8% | +339.4% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling