+229.5%
EWY vs A
+302.9%
-73.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | -10.7% | 0.0% | -10.6% | -10.4% |
| 3M | -20.1% | +16.7% | -36.8% | -25.2% |
| 6M | -24.3% | +54.8% | -79.1% | -37.8% |
| YTD | +46.9% | +28.8% | +18.1% | +30.2% |
| 1Y | +55.2% | +19.3% | +35.9% | +42.0% |
| 3Y | +157.0% | +65.5% | +91.4% | +95.5% |
| 5Y | +98.9% | +12.1% | +86.8% | +78.0% |
| All | +229.5% | +302.9% | -73.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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