+164.3%
EWY vs BLK
+3.3%
+161.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | -3.6% | +8.4% | +6.4% |
| 30D | +11.7% | -1.0% | +12.7% | +12.0% |
| 3M | -7.4% | +10.4% | -17.8% | -11.3% |
| 6M | +40.6% | +8.2% | +32.4% | +33.7% |
| YTD | +94.3% | +6.0% | +88.2% | +85.2% |
| 1Y | +164.3% | +3.3% | +160.9% | +154.4% |
| All | +164.3% | +3.3% | +161.0% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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