+1,244.2%
EWY vs EFX
+1,422.9%
-178.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +2.0% |
| 7D | +8.0% | -7.8% | +15.9% | +11.8% |
| 30D | +14.3% | -5.7% | +20.1% | +16.7% |
| 3M | +2.3% | +2.5% | -0.2% | -2.4% |
| 6M | +49.9% | -16.7% | +66.5% | +56.6% |
| YTD | +95.3% | -20.2% | +115.5% | +105.6% |
| 1Y | +161.7% | -31.4% | +193.1% | +194.3% |
| 3Y | +230.2% | -10.5% | +240.7% | +204.9% |
| 5Y | +148.1% | -35.2% | +183.3% | +159.7% |
| 10Y | +293.2% | +40.2% | +253.0% | +132.4% |
| All | +1,244.2% | +1,422.9% | -178.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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