+229.5%
EWY vs B
+216.6%
+13.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +4.2% | -7.3% | +11.5% | +6.1% |
| 30D | -10.7% | -3.3% | -7.3% | -10.1% |
| 3M | -20.1% | -7.8% | -12.3% | -18.7% |
| 6M | -24.3% | -15.5% | -8.8% | -21.5% |
| YTD | +46.9% | -12.3% | +59.1% | +51.1% |
| 1Y | +55.2% | +5.4% | +49.8% | +54.1% |
| 3Y | +157.0% | +165.5% | -8.6% | +114.4% |
| 5Y | +98.9% | +107.0% | -8.2% | +69.4% |
| All | +229.5% | +216.6% | +13.0% | +157.2% |
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