+222.9%
EWY vs AU
+577.5%
-354.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | -4.3% | +4.2% | +1.1% |
| 30D | +7.3% | +7.3% | 0.0% | +5.0% |
| 3M | -5.1% | +26.3% | -31.5% | -11.4% |
| 6M | +42.1% | +1.8% | +40.3% | +39.3% |
| YTD | +94.1% | +26.8% | +67.3% | +83.6% |
| 1Y | +147.8% | +66.7% | +81.1% | +122.7% |
| 3Y | +222.9% | +579.1% | -356.1% | +123.0% |
| All | +222.9% | +577.5% | -354.6% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling