+635.4%
EWY vs EFV
+256.4%
+379.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.3% |
| 7D | +8.0% | +1.0% | +7.0% | +6.9% |
| 30D | +14.3% | +0.2% | +14.2% | +14.2% |
| 3M | +2.3% | +9.6% | -7.3% | -6.8% |
| 6M | +49.9% | +14.0% | +35.8% | +32.8% |
| YTD | +95.3% | +18.5% | +76.9% | +67.1% |
| 1Y | +161.7% | +27.9% | +133.8% | +106.6% |
| 3Y | +230.2% | +92.4% | +137.7% | +69.2% |
| 5Y | +148.1% | +97.2% | +51.0% | +23.6% |
| 10Y | +293.2% | +163.0% | +130.1% | +43.9% |
| All | +635.4% | +256.4% | +379.0% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling