+164.3%
EWY vs D
+15.7%
+148.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.3% |
| 7D | +4.8% | +0.4% | +4.4% | +4.9% |
| 30D | +11.7% | -3.6% | +15.2% | +10.8% |
| 3M | -7.4% | -1.0% | -6.4% | -7.6% |
| 6M | +40.6% | +6.3% | +34.3% | +40.6% |
| YTD | +94.3% | +14.7% | +79.6% | +97.6% |
| 1Y | +164.3% | +16.9% | +147.3% | +173.2% |
| All | +164.3% | +15.7% | +148.6% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling