+164.3%
EWY vs BTDR
-4.8%
+169.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +3.7% |
| 7D | +4.8% | +20.0% | -15.1% | +0.3% |
| 30D | +11.7% | +11.9% | -0.3% | +7.6% |
| 3M | -7.4% | -36.9% | +29.5% | -0.9% |
| 6M | +40.6% | +56.5% | -16.0% | +31.2% |
| YTD | +94.3% | +10.4% | +83.8% | +85.5% |
| 1Y | +164.3% | +3.1% | +161.2% | +150.1% |
| All | +164.3% | -4.8% | +169.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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