+885.1%
EWY vs B
+224.4%
+660.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -0.9% |
| 7D | -10.2% | +7.1% | -17.4% | -11.5% |
| 30D | -21.5% | -3.3% | -18.1% | -21.1% |
| 3M | -14.7% | -2.5% | -12.1% | -14.4% |
| 6M | -26.8% | -7.2% | -19.6% | -25.8% |
| YTD | +43.2% | -7.4% | +50.5% | +45.1% |
| 1Y | +48.7% | +16.4% | +32.3% | +45.0% |
| 3Y | +147.9% | +178.7% | -30.8% | +107.4% |
| 5Y | +98.8% | +121.7% | -22.9% | +70.3% |
| 10Y | +216.5% | +208.6% | +7.9% | +146.6% |
| All | +885.1% | +224.4% | +660.8% | +728.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling