+246.2%
EWY vs DOW
-17.0%
+263.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.8% |
| 7D | -0.1% | -1.4% | +1.3% | +0.3% |
| 30D | +7.3% | -3.9% | +11.2% | +8.3% |
| 3M | -5.1% | -12.7% | +7.5% | -2.2% |
| 6M | +42.1% | -13.7% | +55.7% | +43.6% |
| YTD | +94.1% | +28.4% | +65.7% | +69.5% |
| 1Y | +147.8% | +21.8% | +126.1% | +118.5% |
| 3Y | +222.9% | -35.7% | +258.6% | +249.8% |
| 5Y | +150.6% | -36.8% | +187.4% | +169.1% |
| All | +246.2% | -17.0% | +263.2% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling