+147.8%
EWY vs BR
-31.7%
+179.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.1% |
| 7D | -0.1% | -3.0% | +2.9% | -1.3% |
| 30D | +7.3% | -0.3% | +7.6% | +7.3% |
| 3M | -5.1% | +17.3% | -22.4% | +2.7% |
| 6M | +42.1% | -6.7% | +48.8% | +47.1% |
| YTD | +94.1% | -23.4% | +117.6% | +86.8% |
| 1Y | +147.8% | -32.7% | +180.5% | +127.3% |
| All | +147.8% | -31.7% | +179.5% | +127.3% |
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