+222.9%
EWY vs BTG
+94.8%
+128.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | +7.3% | +3.6% | +3.7% | +6.2% |
| 3M | -5.1% | +32.0% | -37.2% | -12.2% |
| 6M | +42.1% | +3.4% | +38.7% | +38.4% |
| YTD | +94.1% | +20.8% | +73.3% | +83.5% |
| 1Y | +147.8% | +22.4% | +125.4% | +131.7% |
| 3Y | +222.9% | +91.7% | +131.2% | +171.7% |
| All | +222.9% | +94.8% | +128.1% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling