+48.7%
EWY vs D
+16.4%
+32.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.0% |
| 7D | -10.2% | +2.4% | -12.6% | -9.6% |
| 30D | -21.5% | +10.9% | -32.4% | -19.3% |
| 3M | -14.7% | +2.8% | -17.5% | -13.3% |
| 6M | -26.8% | +12.7% | -39.5% | -26.1% |
| YTD | +43.2% | +20.3% | +22.8% | +44.5% |
| 1Y | +48.7% | +17.1% | +31.6% | +50.2% |
| All | +48.7% | +16.4% | +32.3% | +50.2% |
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