+1,236.8%
EWY vs ALB
+1,664.6%
-427.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.1% | +6.2% |
| 7D | +4.8% | -8.1% | +12.9% | +7.9% |
| 30D | +11.7% | +6.3% | +5.4% | +8.4% |
| 3M | -7.4% | -23.6% | +16.2% | +1.6% |
| 6M | +40.6% | -24.6% | +65.2% | +53.4% |
| YTD | +94.3% | -10.3% | +104.5% | +96.8% |
| 1Y | +164.3% | +61.5% | +102.8% | +110.3% |
| 3Y | +221.0% | -34.0% | +255.0% | +217.7% |
| 5Y | +139.1% | -44.6% | +183.7% | +131.4% |
| 10Y | +298.8% | +76.1% | +222.7% | +89.5% |
| All | +1,236.8% | +1,664.6% | -427.7% | +94.9% |
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 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