+588.0%
EWY vs BUD
+201.1%
+386.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +11.7% | -5.7% | +17.3% | +14.4% |
| 3M | -7.4% | +3.1% | -10.5% | -9.5% |
| 6M | +40.6% | +7.9% | +32.7% | +34.7% |
| YTD | +94.3% | +27.3% | +66.9% | +72.9% |
| 1Y | +164.3% | +37.8% | +126.5% | +126.2% |
| 3Y | +221.0% | +49.8% | +171.1% | +158.8% |
| 5Y | +139.1% | +43.8% | +95.3% | +92.0% |
| 10Y | +298.8% | -22.6% | +321.4% | +301.4% |
| All | +588.0% | +201.1% | +386.9% | +210.9% |
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 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