+164.3%
EWY vs ADI
+50.9%
+113.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +3.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.5% |
| 30D | +11.7% | -3.8% | +15.5% | +15.8% |
| 3M | -7.4% | -15.3% | +7.9% | +8.2% |
| 6M | +40.6% | +6.7% | +33.9% | +39.3% |
| YTD | +94.3% | +34.8% | +59.5% | +75.4% |
| 1Y | +164.3% | +49.0% | +115.3% | +124.0% |
| All | +164.3% | +50.9% | +113.4% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling