+1,236.8%
EWY vs A
+201.7%
+1,035.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | +4.8% | -1.9% | +6.7% | +5.7% |
| 30D | +11.7% | +6.9% | +4.8% | +8.7% |
| 3M | -7.4% | +9.2% | -16.6% | -10.8% |
| 6M | +40.6% | +25.7% | +14.9% | +27.3% |
| YTD | +94.3% | +11.5% | +82.7% | +84.0% |
| 1Y | +164.3% | +18.4% | +145.9% | +143.2% |
| 3Y | +221.0% | +26.6% | +194.4% | +180.1% |
| 5Y | +139.1% | -12.8% | +151.9% | +137.3% |
| 10Y | +298.8% | +247.2% | +51.6% | +121.6% |
| All | +1,236.8% | +201.7% | +1,035.1% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling