+222.9%
EWY vs BKR
+68.5%
+154.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -0.1% | -7.0% | +6.9% | +2.3% |
| 30D | +7.3% | -8.1% | +15.4% | +10.2% |
| 3M | -5.1% | -6.6% | +1.5% | -3.3% |
| 6M | +42.1% | +0.9% | +41.2% | +41.8% |
| YTD | +94.1% | +31.1% | +63.0% | +82.2% |
| 1Y | +147.8% | +27.7% | +120.1% | +133.5% |
| 3Y | +222.9% | +71.2% | +151.7% | +184.6% |
| All | +222.9% | +68.5% | +154.5% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling