+62.4%
EWY vs BN
-3.9%
+66.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -7.9% | -5.2% |
| 7D | -8.3% | +12.0% | -20.3% | -14.5% |
| 30D | -20.5% | +17.0% | -37.6% | -28.0% |
| 3M | -11.1% | -3.2% | -7.9% | -9.2% |
| 6M | -7.0% | -3.9% | -3.2% | -4.2% |
| YTD | +56.5% | -5.6% | +62.1% | +55.0% |
| 1Y | +62.4% | -4.7% | +67.2% | +60.5% |
| All | +62.4% | -3.9% | +66.3% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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