+237.8%
EWY vs D
+47.5%
+190.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | -13.1% | +9.0% | -22.1% | -15.1% |
| 3M | -11.6% | +1.0% | -12.6% | -12.1% |
| 6M | -23.4% | +11.0% | -34.3% | -26.0% |
| YTD | +52.0% | +19.8% | +32.3% | +43.6% |
| 1Y | +58.6% | +16.0% | +42.6% | +50.9% |
| 3Y | +163.3% | +74.4% | +89.0% | +117.5% |
| 5Y | +108.7% | +13.5% | +95.1% | +95.1% |
| 10Y | +237.8% | +48.4% | +189.4% | +192.2% |
| All | +237.8% | +47.5% | +190.3% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling