+1,244.2%
EWY vs BN
+8,867.8%
-7,623.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +2.0% |
| 7D | +8.0% | -1.2% | +9.2% | +8.7% |
| 30D | +14.3% | -10.9% | +25.3% | +21.8% |
| 3M | +2.3% | -11.1% | +13.4% | +9.0% |
| 6M | +49.9% | -4.4% | +54.2% | +53.8% |
| YTD | +95.3% | -14.1% | +109.5% | +111.6% |
| 1Y | +161.7% | -11.1% | +172.8% | +177.0% |
| 3Y | +230.2% | +75.6% | +154.6% | +129.1% |
| 5Y | +148.1% | +35.8% | +112.3% | +92.5% |
| 10Y | +293.2% | +261.6% | +31.6% | +60.4% |
| All | +1,244.2% | +8,867.8% | -7,623.6% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling