+885.1%
EWY vs ALL
+1,948.2%
-1,063.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -4.9% | -3.2% |
| 7D | -10.2% | -0.1% | -10.1% | -10.3% |
| 30D | -21.5% | +13.8% | -35.3% | -26.1% |
| 3M | -14.7% | -2.8% | -11.9% | -14.8% |
| 6M | -26.8% | +23.7% | -50.5% | -35.8% |
| YTD | +43.2% | +27.3% | +15.9% | +23.0% |
| 1Y | +48.7% | +30.5% | +18.2% | +26.1% |
| 3Y | +147.9% | +113.0% | +34.9% | +61.1% |
| 5Y | +98.8% | +157.6% | -58.7% | +12.7% |
| 10Y | +216.5% | +368.4% | -151.9% | +27.4% |
| All | +885.1% | +1,948.2% | -1,063.0% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling