+1,193.7%
EWY vs BLK
+7,117.7%
-5,924.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +1.2% | -5.2% | +6.4% | +3.7% |
| 30D | +9.3% | -7.0% | +16.3% | +12.9% |
| 3M | +2.4% | +5.7% | -3.2% | -0.8% |
| 6M | +40.3% | +11.0% | +29.3% | +33.2% |
| YTD | +88.0% | +0.9% | +87.1% | +85.7% |
| 1Y | +143.8% | -1.6% | +145.4% | +142.9% |
| 3Y | +217.8% | +64.5% | +153.3% | +146.3% |
| 5Y | +142.7% | +30.9% | +111.9% | +105.1% |
| 10Y | +291.7% | +275.1% | +16.6% | +97.5% |
| All | +1,193.7% | +7,117.7% | -5,924.0% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling