+212.8%
EWY vs BTI
+108.0%
+104.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | +9.3% | -3.4% | +12.7% | +9.5% |
| 3M | +2.4% | -9.0% | +11.4% | +3.0% |
| 6M | +40.3% | -5.0% | +45.3% | +39.0% |
| YTD | +88.0% | -0.3% | +88.3% | +85.3% |
| 1Y | +143.8% | +3.1% | +140.7% | +138.7% |
| All | +212.8% | +108.0% | +104.8% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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