+153.3%
EWY vs BUD
+44.7%
+108.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +17.0% | -6.1% | +23.1% | +19.4% |
| 3M | +3.7% | -3.8% | +7.4% | +4.3% |
| 6M | +42.5% | +8.2% | +34.3% | +36.7% |
| YTD | +96.2% | +23.6% | +72.7% | +79.8% |
| 1Y | +160.4% | +33.4% | +126.9% | +131.5% |
| 3Y | +231.7% | +45.3% | +186.4% | +180.1% |
| 5Y | +153.3% | +44.3% | +109.0% | +107.4% |
| All | +153.3% | +44.7% | +108.5% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling