+290.8%
EWY vs ALL
+361.5%
-70.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +1.2% | -4.3% | +5.5% | +2.2% |
| 30D | +9.3% | -3.6% | +12.9% | +10.0% |
| 3M | +2.4% | +13.2% | -10.8% | -1.9% |
| 6M | +40.3% | +22.5% | +17.8% | +30.4% |
| YTD | +88.0% | +22.7% | +65.3% | +74.1% |
| 1Y | +143.8% | +28.3% | +115.5% | +121.5% |
| 3Y | +217.8% | +152.0% | +65.7% | +119.3% |
| 5Y | +142.7% | +115.4% | +27.3% | +72.4% |
| All | +290.8% | +361.5% | -70.7% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling