+153.3%
EWY vs A
-16.2%
+169.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +6.7% | -4.4% | +11.1% | +8.3% |
| 30D | +17.0% | -2.7% | +19.6% | +18.1% |
| 3M | +3.7% | +7.0% | -3.4% | +1.0% |
| 6M | +42.5% | +24.6% | +17.9% | +31.0% |
| YTD | +96.2% | +7.0% | +89.2% | +89.7% |
| 1Y | +160.4% | +15.6% | +144.8% | +143.8% |
| 3Y | +231.7% | +29.9% | +201.8% | +190.7% |
| 5Y | +153.3% | -15.4% | +168.6% | +145.6% |
| All | +153.3% | -16.2% | +169.5% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling