+148.1%
EWY vs ALL
+117.0%
+31.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.5% |
| 7D | +8.0% | -1.7% | +9.7% | +7.9% |
| 30D | +14.3% | -4.7% | +19.0% | +14.2% |
| 3M | +2.3% | +18.4% | -16.1% | +1.6% |
| 6M | +49.9% | +20.5% | +29.3% | +48.3% |
| YTD | +95.3% | +23.5% | +71.8% | +92.6% |
| 1Y | +161.7% | +29.0% | +132.7% | +156.2% |
| 3Y | +230.2% | +153.7% | +76.5% | +185.2% |
| 5Y | +148.1% | +114.8% | +33.3% | +122.2% |
| All | +148.1% | +117.0% | +31.1% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling