+62.4%
EWY vs ALL
+42.7%
+19.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | +0.9% |
| 7D | -8.3% | +7.5% | -15.8% | -1.5% |
| 30D | -20.5% | +19.7% | -40.3% | -5.2% |
| 3M | -11.1% | +2.9% | -14.0% | -7.2% |
| 6M | -7.0% | +23.5% | -30.5% | +16.6% |
| YTD | +56.5% | +31.1% | +25.3% | +99.9% |
| 1Y | +62.4% | +40.5% | +22.0% | +112.7% |
| All | +62.4% | +42.7% | +19.7% | +112.7% |
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