+1,193.7%
EWY vs DE
+5,169.9%
-3,976.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +1.2% | -2.4% | +3.6% | +2.3% |
| 30D | +9.3% | +9.7% | -0.4% | +4.2% |
| 3M | +2.4% | +21.4% | -18.9% | -7.0% |
| 6M | +40.3% | +15.0% | +25.3% | +30.1% |
| YTD | +88.0% | +46.4% | +41.6% | +54.8% |
| 1Y | +143.8% | +45.6% | +98.2% | +100.5% |
| 3Y | +217.8% | +76.8% | +141.0% | +132.4% |
| 5Y | +142.7% | +99.4% | +43.3% | +59.4% |
| 10Y | +291.7% | +864.6% | -572.9% | +7.5% |
| All | +1,193.7% | +5,169.9% | -3,976.2% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling