+142.7%
EWY vs DIA
+61.6%
+81.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | +1.2% | -3.0% | +4.2% | +4.6% |
| 30D | +9.3% | -3.0% | +12.3% | +12.8% |
| 3M | +2.4% | +4.5% | -2.1% | -1.9% |
| 6M | +40.3% | +9.8% | +30.5% | +28.7% |
| YTD | +88.0% | +9.3% | +78.7% | +73.5% |
| 1Y | +143.8% | +16.0% | +127.9% | +112.9% |
| 3Y | +217.8% | +57.7% | +160.0% | +105.0% |
| 5Y | +142.7% | +63.8% | +79.0% | +51.8% |
| All | +142.7% | +61.6% | +81.1% | +51.8% |
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