+303.5%
EWY vs ADI
+670.4%
-366.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.6% | +0.8% |
| 7D | -0.1% | +4.6% | -4.6% | -2.3% |
| 30D | +7.3% | -1.2% | +8.5% | +8.0% |
| 3M | -5.1% | -7.8% | +2.7% | -0.3% |
| 6M | +42.1% | +19.3% | +22.7% | +33.4% |
| YTD | +94.1% | +40.9% | +53.2% | +69.6% |
| 1Y | +147.8% | +54.5% | +93.3% | +107.3% |
| 3Y | +222.9% | +123.4% | +99.5% | +119.5% |
| 5Y | +150.6% | +142.3% | +8.3% | +59.5% |
| All | +303.5% | +670.4% | -366.9% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling