+160.4%
EWY vs BUD
+33.8%
+126.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +17.0% | -6.1% | +23.1% | +18.9% |
| 3M | +3.7% | -3.8% | +7.4% | +3.9% |
| 6M | +42.5% | +8.2% | +34.3% | +31.0% |
| YTD | +96.2% | +23.6% | +72.7% | +86.3% |
| 1Y | +160.4% | +33.4% | +126.9% | +153.9% |
| All | +160.4% | +33.8% | +126.6% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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