+222.9%
EWY vs BX
+25.1%
+197.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.8% | +2.5% |
| 7D | -0.1% | -5.6% | +5.5% | +1.7% |
| 30D | +7.3% | -12.2% | +19.5% | +11.5% |
| 3M | -5.1% | +7.4% | -12.5% | -7.7% |
| 6M | +42.1% | +22.2% | +19.9% | +32.9% |
| YTD | +94.1% | -14.0% | +108.1% | +100.5% |
| 1Y | +147.8% | -27.3% | +175.1% | +169.4% |
| 3Y | +222.9% | +24.5% | +198.4% | +181.6% |
| All | +222.9% | +25.1% | +197.8% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling