+164.3%
EWY vs BKR
+42.5%
+121.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +4.8% | +1.7% | +3.1% | +3.9% |
| 30D | +11.7% | +3.3% | +8.3% | +9.5% |
| 3M | -7.4% | -3.6% | -3.8% | -5.4% |
| 6M | +40.6% | +5.0% | +35.5% | +36.6% |
| YTD | +94.3% | +40.9% | +53.3% | +73.4% |
| 1Y | +164.3% | +39.2% | +125.1% | +137.1% |
| All | +164.3% | +42.5% | +121.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling