+159.2%
EWY vs B
+53.9%
+105.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.3% |
| 7D | +8.0% | +2.3% | +5.7% | +6.7% |
| 30D | +14.3% | +1.4% | +13.0% | +13.1% |
| 3M | +2.3% | +12.2% | -9.9% | -4.1% |
| 6M | +49.9% | -2.1% | +52.0% | +47.1% |
| YTD | +95.3% | +2.9% | +92.4% | +91.2% |
| All | +159.2% | +53.9% | +105.3% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling