+438.4%
EWY vs BUD
+215.1%
+223.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.2% |
| 7D | -2.8% | +0.5% | -3.3% | -3.3% |
| 30D | -13.1% | +7.4% | -20.5% | -16.4% |
| 3M | -11.6% | +4.3% | -15.9% | -14.3% |
| 6M | -23.4% | +5.3% | -28.6% | -26.6% |
| YTD | +52.0% | +33.2% | +18.8% | +31.3% |
| 1Y | +58.6% | +31.8% | +26.8% | +37.4% |
| 3Y | +163.3% | +47.8% | +115.5% | +112.1% |
| 5Y | +108.7% | +50.2% | +58.5% | +63.3% |
| 10Y | +237.8% | -4.8% | +242.6% | +201.9% |
| All | +438.4% | +215.1% | +223.4% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling