+308.8%
EWY vs CAPR
-77.3%
+386.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.5% |
| 7D | +6.7% | -12.6% | +19.3% | +6.9% |
| 30D | +17.0% | +124.4% | -107.5% | +15.3% |
| 3M | +3.7% | -66.8% | +70.4% | +4.3% |
| 6M | +42.5% | -71.8% | +114.3% | +43.7% |
| YTD | +96.2% | -70.1% | +166.3% | +97.6% |
| 1Y | +160.4% | +33.3% | +127.0% | +148.4% |
| 3Y | +231.7% | +36.7% | +195.0% | +207.2% |
| 5Y | +153.3% | +72.5% | +80.8% | +130.5% |
| 10Y | +308.8% | -77.3% | +386.1% | +263.6% |
| All | +308.8% | -77.3% | +386.1% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling