+164.3%
EWY vs BP
+34.1%
+130.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.7% |
| 7D | +4.8% | +3.9% | +0.9% | +5.4% |
| 30D | +11.7% | +7.6% | +4.0% | +12.9% |
| 3M | -7.4% | +0.7% | -8.1% | -6.3% |
| 6M | +40.6% | +15.5% | +25.1% | +35.4% |
| YTD | +94.3% | +30.8% | +63.4% | +82.4% |
| 1Y | +164.3% | +34.3% | +130.0% | +146.4% |
| All | +164.3% | +34.1% | +130.2% | +146.4% |
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