+290.8%
EWY vs ALB
+84.6%
+206.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.5% |
| 7D | +1.2% | -7.6% | +8.8% | +3.1% |
| 30D | +9.3% | -5.6% | +14.9% | +10.5% |
| 3M | +2.4% | -16.8% | +19.3% | +6.7% |
| 6M | +40.3% | -26.3% | +66.6% | +49.6% |
| YTD | +88.0% | -13.2% | +101.2% | +92.1% |
| 1Y | +143.8% | +68.8% | +75.0% | +110.4% |
| 3Y | +217.8% | -30.7% | +248.4% | +217.8% |
| 5Y | +142.7% | -46.3% | +189.0% | +146.7% |
| All | +290.8% | +84.6% | +206.2% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling