+240.6%
EWN vs SPY
+307.0%
-66.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +2.2% | +2.6% | -0.4% | -0.3% |
| 30D | -0.3% | -2.0% | +1.7% | +1.7% |
| 3M | -9.2% | -2.8% | -6.4% | -6.7% |
| 6M | +0.1% | +2.1% | -2.1% | -1.7% |
| YTD | +14.7% | +11.5% | +3.2% | +4.0% |
| 1Y | +15.8% | +13.5% | +2.4% | +3.3% |
| 3Y | +75.8% | +77.7% | -1.9% | +2.0% |
| 5Y | +37.9% | +72.6% | -34.7% | -17.6% |
| All | +240.6% | +307.0% | -66.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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