+1,250.3%
EWY vs DTE
+1,370.4%
-120.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +17.0% | -0.5% | +17.5% | +17.3% |
| 3M | +3.7% | -6.0% | +9.7% | +6.6% |
| 6M | +42.5% | -7.2% | +49.7% | +46.5% |
| YTD | +96.2% | +7.2% | +89.1% | +85.8% |
| 1Y | +160.4% | +4.1% | +156.3% | +150.0% |
| 3Y | +231.7% | +46.9% | +184.8% | +154.3% |
| 5Y | +153.3% | +32.9% | +120.4% | +100.9% |
| 10Y | +308.8% | +144.5% | +164.3% | +100.3% |
| All | +1,250.3% | +1,370.4% | -120.1% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling