+164.3%
EWY vs BX
-15.8%
+180.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.9% |
| 7D | +4.8% | -4.4% | +9.2% | +6.1% |
| 30D | +11.7% | +0.1% | +11.6% | +11.4% |
| 3M | -7.4% | +16.0% | -23.4% | -11.4% |
| 6M | +40.6% | +21.6% | +18.9% | +33.0% |
| YTD | +94.3% | -8.9% | +103.2% | +93.8% |
| 1Y | +164.3% | -16.6% | +180.9% | +169.3% |
| All | +164.3% | -15.8% | +180.1% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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