+1,236.8%
EWY vs C
-39.8%
+1,276.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.8% | +3.6% | +1.2% | +3.6% |
| 30D | +11.7% | +0.1% | +11.6% | +11.6% |
| 3M | -7.4% | +2.4% | -9.8% | -7.9% |
| 6M | +40.6% | +24.9% | +15.6% | +31.1% |
| YTD | +94.3% | +19.8% | +74.5% | +82.9% |
| 1Y | +164.3% | +44.9% | +119.4% | +133.4% |
| 3Y | +221.0% | +263.0% | -42.0% | +106.4% |
| 5Y | +139.1% | +129.5% | +9.6% | +76.0% |
| 10Y | +298.8% | +291.6% | +7.2% | +134.0% |
| All | +1,236.8% | -39.8% | +1,276.6% | +1,031.1% |
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