+216.5%
EWY vs ALK
-39.7%
+256.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -10.2% | +12.9% | -23.2% | -13.3% |
| 30D | -21.5% | +5.5% | -27.0% | -22.9% |
| 3M | -14.7% | -12.1% | -2.6% | -12.0% |
| 6M | -26.8% | +1.7% | -28.5% | -27.7% |
| YTD | +43.2% | -17.4% | +60.6% | +48.4% |
| 1Y | +48.7% | -1.9% | +50.7% | +47.2% |
| 3Y | +147.9% | +21.2% | +126.7% | +120.6% |
| 5Y | +98.8% | -27.8% | +126.6% | +98.3% |
| 10Y | +216.5% | -41.0% | +257.5% | +187.0% |
| All | +216.5% | -39.7% | +256.2% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling