+222.9%
EWY vs BLK
+66.0%
+156.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.5% |
| 7D | -0.1% | -3.3% | +3.2% | +1.5% |
| 30D | +7.3% | -6.5% | +13.8% | +10.5% |
| 3M | -5.1% | +6.7% | -11.9% | -8.6% |
| 6M | +42.1% | +14.7% | +27.3% | +32.6% |
| YTD | +94.1% | +2.5% | +91.6% | +89.4% |
| 1Y | +147.8% | -2.8% | +150.6% | +147.0% |
| 3Y | +222.9% | +65.9% | +157.1% | +127.2% |
| All | +222.9% | +66.0% | +156.9% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling