+157.0%
EWY vs ADI
+144.2%
+12.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.1% |
| 7D | +4.2% | +9.5% | -5.3% | -1.3% |
| 30D | -10.7% | -1.4% | -9.3% | -9.6% |
| 3M | -20.1% | +4.7% | -24.8% | -21.6% |
| 6M | -24.3% | -7.4% | -16.9% | -20.2% |
| YTD | +46.9% | +48.1% | -1.2% | +28.7% |
| 1Y | +55.2% | +69.6% | -14.5% | +29.3% |
| 3Y | +157.0% | +144.4% | +12.6% | +75.9% |
| All | +157.0% | +144.2% | +12.7% | +75.9% |
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