+869.8%
EWY vs C
-47.6%
+917.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | -10.4% | -2.4% | -8.0% | -9.5% |
| 30D | -25.4% | -6.0% | -19.4% | -23.8% |
| 3M | -16.5% | -10.5% | -6.0% | -13.3% |
| 6M | -24.7% | -5.7% | -19.0% | -23.0% |
| YTD | +40.9% | +4.1% | +36.8% | +39.2% |
| 1Y | +49.8% | +20.5% | +29.3% | +41.0% |
| 3Y | +134.8% | +208.1% | -73.3% | +59.7% |
| 5Y | +91.4% | +110.4% | -19.0% | +45.4% |
| 10Y | +204.3% | +234.6% | -30.3% | +88.3% |
| All | +869.8% | -47.6% | +917.4% | +760.6% |
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