+303.5%
EWY vs BX
+673.1%
-369.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.4% |
| 7D | -0.1% | -5.6% | +5.5% | +2.0% |
| 30D | +7.3% | -12.2% | +19.5% | +12.3% |
| 3M | -5.1% | +7.4% | -12.5% | -8.1% |
| 6M | +42.1% | +22.2% | +19.9% | +31.0% |
| YTD | +94.1% | -14.0% | +108.1% | +101.9% |
| 1Y | +147.8% | -27.3% | +175.1% | +173.0% |
| 3Y | +222.9% | +24.5% | +198.4% | +180.6% |
| 5Y | +150.6% | +18.9% | +131.7% | +109.1% |
| All | +303.5% | +673.1% | -369.6% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling