+196.7%
EWY vs ALLY
+95.5%
+101.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.4% |
| 7D | -10.2% | -0.7% | -9.6% | -10.1% |
| 30D | -21.5% | +1.1% | -22.6% | -21.8% |
| 3M | -14.7% | -13.2% | -1.5% | -11.1% |
| 6M | -26.8% | -13.5% | -13.4% | -23.8% |
| YTD | +43.2% | -14.3% | +57.4% | +49.1% |
| 1Y | +48.7% | -1.1% | +49.9% | +48.3% |
| 3Y | +147.9% | +62.0% | +85.9% | +106.9% |
| 5Y | +98.8% | -9.6% | +108.5% | +91.1% |
| 10Y | +216.5% | +176.0% | +40.6% | +101.1% |
| All | +196.7% | +95.5% | +101.2% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling