+308.8%
EWY vs AR
+43.0%
+265.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +6.7% | -1.2% | +7.9% | +6.8% |
| 30D | +17.0% | +5.5% | +11.4% | +16.3% |
| 3M | +3.7% | +12.9% | -9.2% | +2.1% |
| 6M | +42.5% | +0.1% | +42.4% | +41.7% |
| YTD | +96.2% | +13.5% | +82.7% | +92.3% |
| 1Y | +160.4% | +21.6% | +138.8% | +152.9% |
| 3Y | +231.7% | +46.0% | +185.7% | +212.1% |
| 5Y | +153.3% | +143.7% | +9.5% | +122.5% |
| 10Y | +308.8% | +44.3% | +264.5% | +271.4% |
| All | +308.8% | +43.0% | +265.8% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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