+153.3%
EWY vs BP
+141.6%
+11.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | +6.7% | +4.0% | +2.7% | +5.8% |
| 30D | +17.0% | +7.8% | +9.1% | +15.1% |
| 3M | +3.7% | +8.4% | -4.7% | +1.6% |
| 6M | +42.5% | +15.1% | +27.4% | +35.8% |
| YTD | +96.2% | +36.4% | +59.8% | +77.9% |
| 1Y | +160.4% | +40.9% | +119.5% | +133.2% |
| 3Y | +231.7% | +38.8% | +192.8% | +193.7% |
| 5Y | +153.3% | +141.1% | +12.2% | +77.9% |
| All | +153.3% | +141.6% | +11.7% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling