+164.3%
EWY vs ETR
+23.8%
+140.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +11.7% | +1.0% | +10.7% | +11.4% |
| 3M | -7.4% | -1.3% | -6.1% | -7.2% |
| 6M | +40.6% | +1.9% | +38.7% | +37.4% |
| YTD | +94.3% | +18.2% | +76.1% | +76.6% |
| 1Y | +164.3% | +24.7% | +139.6% | +145.9% |
| All | +164.3% | +23.8% | +140.4% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling