+929.0%
EWY vs A
+246.5%
+682.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | +10.4% | +0.7% | +9.7% | +10.1% |
| 30D | -12.7% | +0.8% | -13.5% | -12.8% |
| 3M | -17.3% | +16.9% | -34.2% | -22.3% |
| 6M | -18.6% | +53.8% | -72.3% | -31.9% |
| YTD | +49.5% | +28.1% | +21.4% | +34.1% |
| 1Y | +55.0% | +15.0% | +39.9% | +44.9% |
| 3Y | +159.0% | +63.1% | +95.9% | +104.7% |
| 5Y | +102.5% | +11.5% | +91.0% | +82.3% |
| 10Y | +232.2% | +303.2% | -70.9% | +74.2% |
| All | +929.0% | +246.5% | +682.5% | +280.9% |
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