+885.1%
EWY vs D
+778.2%
+106.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -10.2% | +2.4% | -12.6% | -11.3% |
| 30D | -21.5% | +10.9% | -32.4% | -25.6% |
| 3M | -14.7% | +2.8% | -17.5% | -16.3% |
| 6M | -26.8% | +12.7% | -39.5% | -32.0% |
| YTD | +43.2% | +20.3% | +22.8% | +28.7% |
| 1Y | +48.7% | +17.1% | +31.6% | +35.1% |
| 3Y | +147.9% | +75.1% | +72.8% | +78.1% |
| 5Y | +98.8% | +13.1% | +85.7% | +74.0% |
| 10Y | +216.5% | +48.3% | +168.3% | +118.6% |
| All | +885.1% | +778.2% | +106.9% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling