+222.9%
EWY vs ET
+96.2%
+126.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +7.3% | +2.9% | +4.4% | +6.7% |
| 3M | -5.1% | +16.8% | -21.9% | -8.4% |
| 6M | +42.1% | +18.9% | +23.2% | +35.5% |
| YTD | +94.1% | +37.7% | +56.4% | +76.9% |
| 1Y | +147.8% | +32.4% | +115.4% | +128.3% |
| 3Y | +222.9% | +99.5% | +123.4% | +151.6% |
| All | +222.9% | +96.2% | +126.8% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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