+178.6%
EWY vs AR
-30.5%
+209.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.2% |
| 7D | -10.2% | -5.8% | -4.5% | -9.7% |
| 30D | -21.5% | +4.8% | -26.3% | -21.9% |
| 3M | -14.7% | +1.5% | -16.2% | -15.0% |
| 6M | -26.8% | +4.7% | -31.5% | -27.5% |
| YTD | +43.2% | +9.2% | +34.0% | +40.6% |
| 1Y | +48.7% | +11.2% | +37.6% | +45.7% |
| 3Y | +147.9% | +46.2% | +101.7% | +133.2% |
| 5Y | +98.8% | +98.1% | +0.8% | +77.8% |
| 10Y | +216.5% | +54.5% | +162.0% | +165.2% |
| All | +178.6% | -30.5% | +209.1% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling