+1,236.8%
EWY vs ADI
+889.7%
+347.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.0% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +11.7% | -3.8% | +15.5% | +13.5% |
| 3M | -7.4% | -15.3% | +7.9% | +0.3% |
| 6M | +40.6% | +6.7% | +33.9% | +39.2% |
| YTD | +94.3% | +34.8% | +59.5% | +75.7% |
| 1Y | +164.3% | +49.0% | +115.3% | +129.3% |
| 3Y | +221.0% | +108.1% | +112.9% | +137.0% |
| 5Y | +139.1% | +142.4% | -3.3% | +63.3% |
| 10Y | +298.8% | +589.9% | -291.1% | +75.9% |
| All | +1,236.8% | +889.7% | +347.1% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling