+307.9%
EWY vs ALB
+90.4%
+217.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.1% |
| 7D | +6.7% | -8.6% | +15.3% | +8.9% |
| 30D | +17.0% | -4.0% | +21.0% | +17.7% |
| 3M | +3.7% | -17.4% | +21.0% | +8.1% |
| 6M | +42.5% | -25.4% | +67.9% | +51.5% |
| YTD | +96.2% | -10.5% | +106.8% | +98.9% |
| 1Y | +160.4% | +75.8% | +84.5% | +122.5% |
| 3Y | +231.7% | -28.5% | +260.2% | +229.2% |
| 5Y | +153.3% | -45.1% | +198.4% | +156.1% |
| All | +307.9% | +90.4% | +217.5% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling