+946.2%
EWY vs C
-45.4%
+991.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -13.1% | -5.3% | -7.8% | -11.4% |
| 3M | -11.6% | -8.0% | -3.6% | -9.1% |
| 6M | -23.4% | -0.3% | -23.1% | -23.0% |
| YTD | +52.0% | +8.6% | +43.4% | +48.1% |
| 1Y | +58.6% | +25.8% | +32.8% | +47.2% |
| 3Y | +163.3% | +221.2% | -57.8% | +76.7% |
| 5Y | +108.7% | +113.6% | -4.9% | +57.7% |
| 10Y | +237.8% | +218.3% | +19.5% | +112.5% |
| All | +946.2% | -45.4% | +991.6% | +815.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling