+148.7%
EWY vs BTI
+118.0%
+30.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.1% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +7.3% | -1.1% | +8.4% | +7.4% |
| 3M | -5.1% | -8.8% | +3.6% | -4.0% |
| 6M | +42.1% | -4.0% | +46.0% | +41.0% |
| YTD | +94.1% | +0.4% | +93.8% | +90.8% |
| 1Y | +147.8% | +1.9% | +145.9% | +142.4% |
| 3Y | +222.9% | +108.5% | +114.4% | +147.1% |
| All | +148.7% | +118.0% | +30.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling