+12.8%
EWY vs BLK
-4.0%
+16.9%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | -0.1% | -3.3% | +3.2% | -0.6% |
| 30D | +7.3% | -6.5% | +13.8% | +6.4% |
| All | +12.8% | -4.0% | +16.9% | +12.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling