+226.4%
EWY vs ADI
+113.1%
+113.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | +6.7% | +2.6% | +4.0% | +5.2% |
| 30D | +17.0% | -4.6% | +21.6% | +20.2% |
| 3M | +3.7% | -9.5% | +13.2% | +10.7% |
| 6M | +42.5% | +14.8% | +27.6% | +38.1% |
| YTD | +96.2% | +35.8% | +60.4% | +79.2% |
| 1Y | +160.4% | +48.9% | +111.4% | +129.2% |
| All | +226.4% | +113.1% | +113.4% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling