+303.5%
EWY vs A
+256.4%
+47.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.6% | +2.1% |
| 7D | -0.1% | -2.6% | +2.5% | +1.1% |
| 30D | +7.3% | -0.9% | +8.2% | +7.7% |
| 3M | -5.1% | +13.6% | -18.8% | -10.5% |
| 6M | +42.1% | +27.8% | +14.2% | +26.6% |
| YTD | +94.1% | +8.6% | +85.5% | +85.1% |
| 1Y | +147.8% | +16.9% | +131.0% | +127.5% |
| 3Y | +222.9% | +32.9% | +190.0% | +169.7% |
| 5Y | +150.6% | -14.1% | +164.7% | +153.6% |
| All | +303.5% | +256.4% | +47.1% | +101.4% |
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