+1,236.8%
EWY vs ALL
+1,936.0%
-699.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.2% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.7% | -1.5% | +13.2% | +11.8% |
| 3M | -7.4% | +23.6% | -31.0% | -17.7% |
| 6M | +40.6% | +22.3% | +18.2% | +24.8% |
| YTD | +94.3% | +26.5% | +67.8% | +69.0% |
| 1Y | +164.3% | +27.0% | +137.3% | +127.7% |
| 3Y | +221.0% | +149.6% | +71.4% | +94.6% |
| 5Y | +139.1% | +118.1% | +21.0% | +48.2% |
| 10Y | +298.8% | +369.0% | -70.2% | +61.9% |
| All | +1,236.8% | +1,936.0% | -699.2% | +194.5% |
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