+62.4%
EWY vs BP
+35.3%
+27.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -2.8% |
| 7D | -8.3% | -8.4% | +0.1% | -10.0% |
| 30D | -20.5% | +2.2% | -22.8% | -20.0% |
| 3M | -11.1% | +8.8% | -19.9% | -9.2% |
| 6M | -7.0% | -0.5% | -6.5% | -5.0% |
| YTD | +56.5% | +36.2% | +20.3% | +47.1% |
| 1Y | +62.4% | +36.6% | +25.9% | +48.6% |
| All | +62.4% | +35.3% | +27.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling