+229.5%
EWY vs ALLY
+174.3%
+55.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -10.7% | +5.2% | -15.9% | -12.1% |
| 3M | -20.1% | -13.3% | -6.8% | -16.6% |
| 6M | -24.3% | -6.7% | -17.6% | -22.8% |
| YTD | +46.9% | -12.8% | +59.7% | +52.4% |
| 1Y | +55.2% | +0.7% | +54.5% | +53.9% |
| 3Y | +157.0% | +65.2% | +91.7% | +112.0% |
| 5Y | +98.9% | -10.1% | +109.0% | +91.7% |
| All | +229.5% | +174.3% | +55.3% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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