+230.2%
EWY vs B
+197.9%
+32.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | +8.0% | +2.3% | +5.7% | +7.0% |
| 30D | +14.3% | +1.4% | +13.0% | +13.4% |
| 3M | +2.3% | +12.2% | -9.9% | -2.5% |
| 6M | +49.9% | -2.1% | +52.0% | +49.0% |
| YTD | +95.3% | +2.9% | +92.4% | +91.8% |
| 1Y | +161.7% | +55.3% | +106.4% | +129.0% |
| 3Y | +230.2% | +198.7% | +31.5% | +136.7% |
| All | +230.2% | +197.9% | +32.2% | +136.7% |
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