+388.1%
EWY vs BND
+76.2%
+311.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +17.0% | -0.2% | +17.2% | +17.0% |
| 3M | +3.7% | -0.7% | +4.3% | +3.7% |
| 6M | +42.5% | -1.7% | +44.2% | +42.5% |
| YTD | +96.2% | -0.5% | +96.8% | +96.4% |
| 1Y | +160.4% | +0.4% | +160.0% | +160.7% |
| 3Y | +231.7% | +13.1% | +218.5% | +236.7% |
| 5Y | +153.3% | -2.1% | +155.4% | +139.9% |
| 10Y | +308.8% | +15.7% | +293.1% | +338.0% |
| All | +388.1% | +76.2% | +311.9% | +686.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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