+148.1%
EWY vs C
+128.9%
+19.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +8.0% | +3.2% | +4.9% | +6.6% |
| 30D | +14.3% | +1.3% | +13.1% | +13.6% |
| 3M | +2.3% | +3.1% | -0.8% | +1.1% |
| 6M | +49.9% | +29.6% | +20.2% | +35.8% |
| YTD | +95.3% | +19.0% | +76.4% | +81.8% |
| 1Y | +161.7% | +45.6% | +116.1% | +125.1% |
| 3Y | +230.2% | +269.3% | -39.1% | +90.1% |
| 5Y | +148.1% | +131.6% | +16.6% | +70.8% |
| All | +148.1% | +128.9% | +19.3% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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