+164.3%
EWY vs BR
-29.1%
+193.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +3.2% |
| 7D | +4.8% | -5.3% | +10.1% | +2.6% |
| 30D | +11.7% | +6.4% | +5.2% | +14.7% |
| 3M | -7.4% | +13.6% | -21.0% | +0.1% |
| 6M | +40.6% | -6.7% | +47.3% | +45.8% |
| YTD | +94.3% | -21.1% | +115.4% | +90.8% |
| 1Y | +164.3% | -29.6% | +193.8% | +156.8% |
| All | +164.3% | -29.1% | +193.4% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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