+143.8%
EWY vs ALB
+68.9%
+74.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.4% |
| 7D | +1.2% | -7.6% | +8.8% | +3.4% |
| 30D | +9.3% | -5.6% | +14.9% | +10.5% |
| 3M | +2.4% | -16.8% | +19.3% | +6.8% |
| 6M | +40.3% | -26.3% | +66.6% | +49.3% |
| YTD | +88.0% | -13.2% | +101.2% | +95.1% |
| 1Y | +143.8% | +68.8% | +75.0% | +130.8% |
| All | +143.8% | +68.9% | +74.9% | +130.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling