+929.0%
EWY vs BP
+204.9%
+724.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.2% |
| 7D | +10.4% | +2.5% | +7.9% | +9.2% |
| 30D | -12.7% | -5.6% | -7.1% | -10.5% |
| 3M | -17.3% | +8.0% | -25.4% | -21.1% |
| 6M | -18.6% | +5.7% | -24.2% | -22.4% |
| YTD | +49.5% | +36.8% | +12.7% | +23.7% |
| 1Y | +55.0% | +30.7% | +24.3% | +30.8% |
| 3Y | +159.0% | +51.6% | +107.4% | +97.3% |
| 5Y | +102.5% | +112.2% | -9.7% | +24.0% |
| 10Y | +232.2% | +138.6% | +93.6% | +70.2% |
| All | +929.0% | +204.9% | +724.1% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling