+62.4%
EWY vs BKR
+5.7%
+56.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | +0.7% |
| 7D | -8.3% | -8.8% | +0.5% | -4.4% |
| 30D | -20.5% | -13.1% | -7.5% | -15.7% |
| 3M | -11.1% | -18.9% | +7.8% | -2.5% |
| 6M | -7.0% | -27.2% | +20.2% | +8.5% |
| YTD | +56.5% | +10.7% | +45.8% | +57.8% |
| 1Y | +62.4% | +9.7% | +52.8% | +60.3% |
| All | +62.4% | +5.7% | +56.7% | +60.3% |
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