+148.1%
EWY vs D
+8.5%
+139.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +8.0% | +0.8% | +7.3% | +7.9% |
| 30D | +14.3% | -0.7% | +15.1% | +14.4% |
| 3M | +2.3% | +2.1% | +0.2% | +1.9% |
| 6M | +49.9% | +6.8% | +43.0% | +47.8% |
| YTD | +95.3% | +16.5% | +78.8% | +90.0% |
| 1Y | +161.7% | +19.2% | +142.6% | +153.1% |
| 3Y | +230.2% | +61.9% | +168.3% | +195.8% |
| 5Y | +148.1% | +6.5% | +141.6% | +128.5% |
| All | +148.1% | +8.5% | +139.6% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling