+222.9%
EWY vs DE
+74.6%
+148.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -2.6% | +2.5% | +0.8% |
| 30D | +7.3% | +9.0% | -1.7% | +3.9% |
| 3M | -5.1% | +19.1% | -24.3% | -10.9% |
| 6M | +42.1% | +14.4% | +27.7% | +35.0% |
| YTD | +94.1% | +45.9% | +48.2% | +70.4% |
| 1Y | +147.8% | +43.6% | +104.2% | +118.0% |
| 3Y | +222.9% | +75.9% | +147.0% | +160.4% |
| All | +222.9% | +74.6% | +148.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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