+303.5%
EWY vs BNY
+416.3%
-112.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -1.3% | +1.2% | +0.5% |
| 30D | +7.3% | -0.2% | +7.5% | +7.3% |
| 3M | -5.1% | +14.9% | -20.1% | -10.9% |
| 6M | +42.1% | +40.0% | +2.1% | +22.9% |
| YTD | +94.1% | +42.0% | +52.1% | +66.4% |
| 1Y | +147.8% | +56.9% | +91.0% | +103.3% |
| 3Y | +222.9% | +289.9% | -66.9% | +76.8% |
| 5Y | +150.6% | +259.2% | -108.6% | +38.7% |
| All | +303.5% | +416.3% | -112.8% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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