+303.5%
EWY vs BN
+265.2%
+38.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -0.1% | -5.2% | +5.1% | +2.6% |
| 30D | +7.3% | -14.5% | +21.8% | +15.9% |
| 3M | -5.1% | -15.0% | +9.9% | +2.7% |
| 6M | +42.1% | -5.4% | +47.5% | +46.5% |
| YTD | +94.1% | -16.4% | +110.6% | +111.4% |
| 1Y | +147.8% | -16.2% | +164.1% | +168.9% |
| 3Y | +222.9% | +67.5% | +155.4% | +139.7% |
| 5Y | +150.6% | +34.1% | +116.5% | +103.0% |
| All | +303.5% | +265.2% | +38.3% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling