+148.1%
EWY vs CAPR
+87.6%
+60.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +8.0% | -9.5% | +17.5% | +8.1% |
| 30D | +14.3% | +121.5% | -107.2% | +13.3% |
| 3M | +2.3% | -65.4% | +67.7% | +2.8% |
| 6M | +49.9% | -67.5% | +117.4% | +50.6% |
| YTD | +95.3% | -68.6% | +163.9% | +96.3% |
| 1Y | +161.7% | +42.7% | +119.1% | +154.5% |
| 3Y | +230.2% | +43.4% | +186.8% | +203.2% |
| 5Y | +148.1% | +86.0% | +62.1% | +112.2% |
| All | +148.1% | +87.6% | +60.6% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling