+910.6%
EWY vs BP
+207.6%
+703.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +4.2% | +3.8% | +0.4% | +2.4% |
| 30D | -10.7% | -5.3% | -5.4% | -8.6% |
| 3M | -20.1% | +9.3% | -29.3% | -24.1% |
| 6M | -24.3% | +7.2% | -31.5% | -28.4% |
| YTD | +46.9% | +38.0% | +8.8% | +21.0% |
| 1Y | +55.2% | +33.2% | +22.0% | +29.8% |
| 3Y | +157.0% | +50.3% | +106.7% | +96.7% |
| 5Y | +98.9% | +114.1% | -15.2% | +21.2% |
| 10Y | +226.3% | +140.7% | +85.6% | +66.5% |
| All | +910.6% | +207.6% | +703.0% | +318.0% |
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