+166.0%
EWY vs ALB
-12.2%
+178.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.0% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -13.1% | -2.6% | -10.5% | -12.8% |
| 3M | -11.6% | -25.6% | +13.9% | -6.6% |
| 6M | -23.4% | -54.0% | +30.7% | -11.2% |
| YTD | +52.0% | -31.6% | +83.6% | +63.0% |
| 1Y | +58.6% | -6.6% | +65.2% | +61.3% |
| All | +166.0% | -12.2% | +178.2% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling