+91.0%
EWY vs AR
+71.8%
+19.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.2% |
| 7D | -10.4% | -14.3% | +3.9% | -9.0% |
| 30D | -25.4% | +1.4% | -26.8% | -25.5% |
| 3M | -16.5% | +3.4% | -19.9% | -17.0% |
| 6M | -24.7% | -2.1% | -22.6% | -24.9% |
| YTD | +40.9% | +4.7% | +36.2% | +38.4% |
| 1Y | +49.8% | +10.6% | +39.2% | +45.8% |
| 3Y | +134.8% | +24.6% | +110.2% | +121.5% |
| All | +91.0% | +71.8% | +19.2% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling