+303.5%
EWY vs ETR
+296.9%
+6.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | +7.3% | -1.8% | +9.1% | +7.9% |
| 3M | -5.1% | -3.6% | -1.6% | -4.0% |
| 6M | +42.1% | +2.6% | +39.4% | +39.8% |
| YTD | +94.1% | +16.0% | +78.1% | +82.9% |
| 1Y | +147.8% | +20.1% | +127.7% | +130.5% |
| 3Y | +222.9% | +143.6% | +79.3% | +126.0% |
| 5Y | +150.6% | +124.4% | +26.3% | +78.0% |
| All | +303.5% | +296.9% | +6.6% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling