+382.1%
EWY vs BTG
+385.9%
-3.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +6.7% | +2.4% | +4.3% | +6.4% |
| 30D | +17.0% | +9.5% | +7.5% | +15.8% |
| 3M | +3.7% | +38.5% | -34.8% | 0.0% |
| 6M | +42.5% | +5.6% | +36.8% | +41.1% |
| YTD | +96.2% | +23.9% | +72.3% | +91.2% |
| 1Y | +160.4% | +32.1% | +128.2% | +151.4% |
| 3Y | +231.7% | +103.2% | +128.5% | +204.7% |
| 5Y | +153.3% | +79.7% | +73.5% | +133.3% |
| 10Y | +308.8% | +159.1% | +149.7% | +252.6% |
| All | +382.1% | +385.9% | -3.8% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling