+164.3%
EWY vs BTSG
+152.4%
+11.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +4.8% | +2.7% | +2.1% | +3.6% |
| 30D | +11.7% | -3.6% | +15.3% | +13.1% |
| 3M | -7.4% | +5.8% | -13.2% | -10.4% |
| 6M | +40.6% | +44.7% | -4.2% | +21.0% |
| YTD | +94.3% | +62.2% | +32.1% | +63.4% |
| 1Y | +164.3% | +152.1% | +12.2% | +112.9% |
| All | +164.3% | +152.4% | +11.9% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling