+290.8%
EWY vs BP
+137.6%
+153.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | +1.2% | +5.7% | -4.5% | -0.6% |
| 30D | +9.3% | +8.1% | +1.2% | +6.4% |
| 3M | +2.4% | +8.6% | -6.2% | -1.1% |
| 6M | +40.3% | +18.1% | +22.1% | +30.1% |
| YTD | +88.0% | +37.6% | +50.4% | +64.7% |
| 1Y | +143.8% | +39.4% | +104.4% | +111.9% |
| 3Y | +217.8% | +40.1% | +177.7% | +170.5% |
| 5Y | +142.7% | +141.3% | +1.4% | +62.0% |
| All | +290.8% | +137.6% | +153.2% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling