+99.5%
EWY vs B
+147.6%
-48.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.3% |
| 7D | -6.3% | +11.3% | -17.6% | -9.9% |
| 30D | -19.8% | +2.9% | -22.8% | -20.8% |
| 3M | -14.4% | -2.9% | -11.6% | -13.9% |
| 6M | -25.3% | -1.2% | -24.1% | -25.4% |
| YTD | +46.2% | -1.3% | +47.5% | +45.8% |
| 1Y | +58.3% | +30.4% | +27.9% | +46.3% |
| 3Y | +155.0% | +195.3% | -40.3% | +85.3% |
| 5Y | +99.5% | +146.2% | -46.7% | +44.2% |
| All | +99.5% | +147.6% | -48.1% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling