+232.1%
EWY vs BTSG
+389.4%
-157.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.9% |
| 7D | -0.1% | -3.3% | +3.2% | +0.8% |
| 30D | +7.3% | -1.6% | +8.9% | +7.6% |
| 3M | -5.1% | -6.9% | +1.8% | -3.7% |
| 6M | +42.1% | +42.1% | 0.0% | +31.7% |
| YTD | +94.1% | +56.8% | +37.3% | +77.0% |
| 1Y | +147.8% | +109.8% | +38.0% | +115.3% |
| All | +232.1% | +389.4% | -157.4% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling