+905.8%
EWY vs D
+776.5%
+129.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.0% |
| 7D | -6.3% | +0.8% | -7.0% | -6.7% |
| 30D | -19.8% | +10.7% | -30.5% | -24.0% |
| 3M | -14.4% | +2.3% | -16.7% | -15.9% |
| 6M | -25.3% | +12.5% | -37.8% | -30.5% |
| YTD | +46.2% | +20.1% | +26.1% | +31.5% |
| 1Y | +58.3% | +15.6% | +42.7% | +44.7% |
| 3Y | +155.0% | +75.2% | +79.8% | +83.1% |
| 5Y | +99.5% | +14.6% | +84.9% | +73.3% |
| 10Y | +219.4% | +43.8% | +175.7% | +124.8% |
| All | +905.8% | +776.5% | +129.3% | +252.5% |
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 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