+1,193.7%
EWY vs BKR
+271.0%
+922.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.7% | +2.5% | -2.0% |
| 7D | +1.2% | -6.7% | +7.9% | +3.6% |
| 30D | +9.3% | -8.3% | +17.6% | +12.4% |
| 3M | +2.4% | -5.4% | +7.8% | +4.0% |
| 6M | +40.3% | +0.8% | +39.5% | +39.6% |
| YTD | +88.0% | +31.8% | +56.2% | +71.3% |
| 1Y | +143.8% | +28.6% | +115.2% | +123.3% |
| 3Y | +217.8% | +71.2% | +146.5% | +157.4% |
| 5Y | +142.7% | +179.2% | -36.5% | +59.0% |
| 10Y | +291.7% | +124.0% | +167.7% | +141.8% |
| All | +1,193.7% | +271.0% | +922.7% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling