+164.3%
EWY vs ALL
+28.3%
+136.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +3.4% |
| 7D | +4.8% | 0.0% | +4.8% | +4.9% |
| 30D | +11.7% | -1.5% | +13.2% | +11.0% |
| 3M | -7.4% | +23.6% | -31.0% | +10.8% |
| 6M | +40.6% | +22.3% | +18.2% | +67.9% |
| YTD | +94.3% | +26.5% | +67.8% | +134.9% |
| 1Y | +164.3% | +27.0% | +137.3% | +229.4% |
| All | +164.3% | +28.3% | +136.0% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling