+290.8%
EWY vs D
+38.3%
+252.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | -1.6% | +2.9% | +1.6% |
| 30D | +9.3% | -3.5% | +12.8% | +10.3% |
| 3M | +2.4% | -1.6% | +4.0% | +2.7% |
| 6M | +40.3% | +5.8% | +34.5% | +37.2% |
| YTD | +88.0% | +14.5% | +73.5% | +79.8% |
| 1Y | +143.8% | +14.2% | +129.7% | +132.8% |
| 3Y | +217.8% | +59.0% | +158.8% | +168.9% |
| 5Y | +142.7% | +5.4% | +137.3% | +132.0% |
| All | +290.8% | +38.3% | +252.5% | +238.6% |
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