+140.9%
EWY vs EQT
+197.4%
-56.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | +9.3% | +1.1% | +8.2% | +9.1% |
| 3M | +2.4% | +4.8% | -2.4% | +1.5% |
| 6M | +40.3% | -10.6% | +50.9% | +42.3% |
| YTD | +88.0% | +3.4% | +84.6% | +86.2% |
| 1Y | +143.8% | +8.7% | +135.1% | +139.3% |
| 3Y | +217.8% | +35.0% | +182.8% | +196.7% |
| All | +140.9% | +197.4% | -56.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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