+248.4%
EWY vs DOW
-15.4%
+263.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +8.0% | -2.9% | +10.9% | +8.8% |
| 30D | +14.3% | +2.0% | +12.4% | +13.5% |
| 3M | +2.3% | -12.5% | +14.8% | +5.4% |
| 6M | +49.9% | -9.2% | +59.1% | +49.2% |
| YTD | +95.3% | +30.8% | +64.6% | +69.7% |
| 1Y | +161.7% | +29.4% | +132.3% | +126.0% |
| 3Y | +230.2% | -34.6% | +264.7% | +256.1% |
| 5Y | +148.1% | -35.9% | +184.1% | +165.7% |
| All | +248.4% | -15.4% | +263.8% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling