+910.6%
EWY vs ALB
+1,211.3%
-300.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +4.2% | -5.8% | +10.0% | +6.5% |
| 30D | -10.7% | -4.5% | -6.1% | -9.5% |
| 3M | -20.1% | -28.1% | +8.0% | -10.7% |
| 6M | -24.3% | -53.2% | +28.9% | -1.2% |
| YTD | +46.9% | -33.3% | +80.2% | +65.1% |
| 1Y | +55.2% | -17.4% | +72.6% | +60.3% |
| 3Y | +157.0% | -14.1% | +171.1% | +126.7% |
| 5Y | +98.9% | -64.0% | +162.9% | +128.0% |
| 10Y | +226.3% | +32.8% | +193.5% | +70.9% |
| All | +910.6% | +1,211.3% | -300.7% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling