+1,244.2%
EWY vs BTI
+3,576.0%
-2,331.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +8.0% | -1.4% | +9.4% | +8.5% |
| 30D | +14.3% | -7.0% | +21.4% | +17.2% |
| 3M | +2.3% | -6.3% | +8.6% | +3.5% |
| 6M | +49.9% | -2.0% | +51.8% | +48.3% |
| YTD | +95.3% | +0.2% | +95.1% | +91.9% |
| 1Y | +161.7% | +3.8% | +157.9% | +153.1% |
| 3Y | +230.2% | +112.1% | +118.1% | +138.8% |
| 5Y | +148.1% | +113.6% | +34.5% | +76.8% |
| 10Y | +293.2% | +69.6% | +223.6% | +193.3% |
| All | +1,244.2% | +3,576.0% | -2,331.8% | +829.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling