+230.2%
EWY vs ALB
-27.5%
+257.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | 0.0% |
| 7D | +8.0% | -4.4% | +12.4% | +8.9% |
| 30D | +14.3% | -1.2% | +15.5% | +14.3% |
| 3M | +2.3% | -13.3% | +15.6% | +4.8% |
| 6M | +49.9% | -19.8% | +69.6% | +55.2% |
| YTD | +95.3% | -7.9% | +103.3% | +97.5% |
| 1Y | +161.7% | +60.2% | +101.6% | +140.3% |
| 3Y | +230.2% | -26.4% | +256.6% | +224.9% |
| All | +230.2% | -27.5% | +257.6% | +224.9% |
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