+412.6%
EWY vs CAPR
-99.1%
+511.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.6% |
| 7D | +4.8% | -2.0% | +6.8% | +4.8% |
| 30D | +11.7% | +139.2% | -127.5% | +10.3% |
| 3M | -7.4% | -66.4% | +59.0% | -6.9% |
| 6M | +40.6% | -63.1% | +103.7% | +41.1% |
| YTD | +94.3% | -67.4% | +161.7% | +95.1% |
| 1Y | +164.3% | +58.2% | +106.0% | +153.7% |
| 3Y | +221.0% | +42.2% | +178.8% | +203.1% |
| 5Y | +139.1% | +87.3% | +51.9% | +123.3% |
| 10Y | +298.8% | -75.3% | +374.1% | +259.7% |
| All | +412.6% | -99.1% | +511.7% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling