+278.0%
EWY vs AR
-27.2%
+305.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +4.8% | +2.5% | +2.3% | +4.5% |
| 30D | +11.7% | +14.8% | -3.1% | +10.1% |
| 3M | -7.4% | +6.2% | -13.6% | -8.2% |
| 6M | +40.6% | +4.3% | +36.3% | +39.2% |
| YTD | +94.3% | +14.4% | +79.9% | +90.2% |
| 1Y | +164.3% | +21.3% | +142.9% | +156.8% |
| 3Y | +221.0% | +39.8% | +181.2% | +203.2% |
| 5Y | +139.1% | +142.1% | -3.0% | +109.7% |
| 10Y | +298.8% | +52.0% | +246.8% | +235.2% |
| All | +278.0% | -27.2% | +305.3% | +236.8% |
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