+228.6%
EWY vs D
+63.9%
+164.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | +4.8% | +1.5% | +3.4% | +4.7% |
| 30D | +11.7% | -2.6% | +14.2% | +11.9% |
| 3M | -7.4% | 0.0% | -7.4% | -7.6% |
| 6M | +40.6% | +7.4% | +33.2% | +38.8% |
| YTD | +94.3% | +15.9% | +78.4% | +89.8% |
| 1Y | +164.3% | +18.1% | +146.2% | +156.9% |
| All | +228.6% | +63.9% | +164.8% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling