+212.8%
EWY vs EFV
+88.2%
+124.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.8% |
| 7D | +1.2% | -2.0% | +3.2% | +4.2% |
| 30D | +9.3% | -0.2% | +9.5% | +9.6% |
| 3M | +2.4% | +9.1% | -6.7% | -8.7% |
| 6M | +40.3% | +11.7% | +28.6% | +23.3% |
| YTD | +88.0% | +17.0% | +71.0% | +58.4% |
| 1Y | +143.8% | +26.7% | +117.1% | +88.9% |
| All | +212.8% | +88.2% | +124.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling