+1,236.8%
EWY vs D
+745.7%
+491.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.3% |
| 7D | +4.8% | +0.4% | +4.4% | +4.5% |
| 30D | +11.7% | -3.6% | +15.2% | +13.5% |
| 3M | -7.4% | -1.0% | -6.4% | -7.4% |
| 6M | +40.6% | +6.3% | +34.3% | +34.8% |
| YTD | +94.3% | +14.7% | +79.6% | +79.6% |
| 1Y | +164.3% | +16.9% | +147.3% | +140.8% |
| 3Y | +221.0% | +56.8% | +164.2% | +144.2% |
| 5Y | +139.1% | +5.2% | +133.9% | +117.6% |
| 10Y | +298.8% | +35.9% | +262.9% | +190.7% |
| All | +1,236.8% | +745.7% | +491.1% | +378.9% |
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