+226.4%
EWY vs BN
+71.3%
+155.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | +6.7% | -3.0% | +9.7% | +8.2% |
| 30D | +17.0% | -13.0% | +30.0% | +24.8% |
| 3M | +3.7% | -15.2% | +18.9% | +12.0% |
| 6M | +42.5% | -5.9% | +48.4% | +47.0% |
| YTD | +96.2% | -15.8% | +112.0% | +111.0% |
| 1Y | +160.4% | -12.2% | +172.5% | +174.3% |
| All | +226.4% | +71.3% | +155.1% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling