+155.0%
EWY vs B
+196.2%
-41.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.1% |
| 7D | -6.3% | +11.3% | -17.6% | -10.3% |
| 30D | -19.8% | +2.9% | -22.8% | -20.9% |
| 3M | -14.4% | -2.9% | -11.6% | -13.9% |
| 6M | -25.3% | -1.2% | -24.1% | -25.5% |
| YTD | +46.2% | -1.3% | +47.5% | +45.6% |
| 1Y | +58.3% | +30.4% | +27.9% | +46.1% |
| 3Y | +155.0% | +195.3% | -40.3% | +85.0% |
| All | +155.0% | +196.2% | -41.3% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling