+290.8%
EWY vs EW
+126.7%
+164.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +1.2% | -3.4% | +4.6% | +2.2% |
| 30D | +9.3% | -7.4% | +16.6% | +11.7% |
| 3M | +2.4% | +0.9% | +1.5% | +1.8% |
| 6M | +40.3% | +1.2% | +39.1% | +39.2% |
| YTD | +88.0% | +1.8% | +86.2% | +86.1% |
| 1Y | +143.8% | +10.8% | +133.0% | +134.8% |
| 3Y | +217.8% | +17.1% | +200.6% | +187.8% |
| 5Y | +142.7% | -28.2% | +171.0% | +152.0% |
| All | +290.8% | +126.7% | +164.1% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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