+148.7%
EWY vs DTE
+30.3%
+118.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.5% |
| 7D | -0.1% | -2.6% | +2.5% | +0.4% |
| 30D | +7.3% | -4.4% | +11.7% | +8.1% |
| 3M | -5.1% | -8.3% | +3.2% | -4.0% |
| 6M | +42.1% | -8.1% | +50.1% | +43.5% |
| YTD | +94.1% | +4.4% | +89.7% | +89.9% |
| 1Y | +147.8% | +0.2% | +147.7% | +144.7% |
| 3Y | +222.9% | +42.6% | +180.3% | +187.8% |
| All | +148.7% | +30.3% | +118.5% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling