+98.5%
EWY vs DIA
+57.3%
+41.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +4.2% | +2.1% | +2.1% | +1.9% |
| 30D | -10.7% | +1.5% | -12.1% | -11.8% |
| 3M | -20.1% | -2.4% | -17.6% | -17.6% |
| 6M | -24.3% | +6.0% | -30.3% | -28.1% |
| YTD | +46.9% | +10.1% | +36.8% | +35.1% |
| 1Y | +55.2% | +11.8% | +43.4% | +40.6% |
| 3Y | +157.0% | +59.7% | +97.2% | +64.1% |
| All | +98.5% | +57.3% | +41.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 5y: compounded portfolio wealth divided by compounded DIA 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…
5y analysis · Full analysis span regression · 6 months rolling