+303.5%
EWY vs DTE
+137.8%
+165.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.7% |
| 7D | -0.1% | -2.6% | +2.5% | +0.8% |
| 30D | +7.3% | -4.4% | +11.7% | +9.0% |
| 3M | -5.1% | -8.3% | +3.2% | -2.6% |
| 6M | +42.1% | -8.1% | +50.1% | +45.1% |
| YTD | +94.1% | +4.4% | +89.7% | +88.8% |
| 1Y | +147.8% | +0.2% | +147.7% | +144.5% |
| 3Y | +222.9% | +42.6% | +180.3% | +173.1% |
| 5Y | +150.6% | +31.5% | +119.2% | +115.9% |
| All | +303.5% | +137.8% | +165.7% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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