+303.5%
EWY vs BTG
+159.3%
+144.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | -3.8% | +3.7% | +0.5% |
| 30D | +7.3% | +3.6% | +3.7% | +6.7% |
| 3M | -5.1% | +32.0% | -37.2% | -9.5% |
| 6M | +42.1% | +3.4% | +38.7% | +40.2% |
| YTD | +94.1% | +20.8% | +73.3% | +87.4% |
| 1Y | +147.8% | +22.4% | +125.4% | +137.8% |
| 3Y | +222.9% | +91.7% | +131.2% | +188.4% |
| 5Y | +150.6% | +79.0% | +71.6% | +123.7% |
| All | +303.5% | +159.3% | +144.2% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling