+910.6%
EWY vs DIA
+768.8%
+141.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +4.2% | +2.1% | +2.1% | +1.7% |
| 30D | -10.7% | +1.5% | -12.1% | -11.9% |
| 3M | -20.1% | -2.4% | -17.6% | -17.5% |
| 6M | -24.3% | +6.0% | -30.3% | -28.6% |
| YTD | +46.9% | +10.1% | +36.8% | +33.7% |
| 1Y | +55.2% | +11.8% | +43.4% | +38.7% |
| 3Y | +157.0% | +59.7% | +97.2% | +50.3% |
| 5Y | +98.9% | +57.9% | +41.0% | +17.2% |
| 10Y | +226.3% | +236.2% | -9.9% | -27.2% |
| All | +910.6% | +768.8% | +141.8% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling