+946.2%
EWY vs ALB
+1,245.6%
-299.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.4% |
| 30D | -13.1% | -2.6% | -10.5% | -12.6% |
| 3M | -11.6% | -25.6% | +13.9% | -2.5% |
| 6M | -23.4% | -54.0% | +30.7% | +0.7% |
| YTD | +52.0% | -31.6% | +83.6% | +69.3% |
| 1Y | +58.6% | -6.6% | +65.2% | +56.4% |
| 3Y | +163.3% | -14.0% | +177.3% | +132.4% |
| 5Y | +108.7% | -62.5% | +171.2% | +135.5% |
| 10Y | +237.8% | +36.3% | +201.5% | +75.3% |
| All | +946.2% | +1,245.6% | -299.4% | +67.6% |
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 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