+308.8%
EWY vs B
+200.3%
+108.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.2% |
| 7D | +6.7% | +1.0% | +5.6% | +6.4% |
| 30D | +17.0% | +9.5% | +7.5% | +14.4% |
| 3M | +3.7% | +14.3% | -10.7% | +0.4% |
| 6M | +42.5% | -1.9% | +44.4% | +42.6% |
| YTD | +96.2% | +4.1% | +92.2% | +94.2% |
| 1Y | +160.4% | +56.1% | +104.3% | +138.6% |
| 3Y | +231.7% | +202.0% | +29.7% | +168.2% |
| 5Y | +153.3% | +158.8% | -5.5% | +106.6% |
| 10Y | +308.8% | +211.9% | +96.9% | +214.8% |
| All | +308.8% | +200.3% | +108.6% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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