-23.4%
EWY vs EW
+32.7%
-56.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.1% |
| 7D | -2.8% | +6.5% | -9.3% | -2.9% |
| 30D | -13.1% | +22.5% | -35.6% | -13.4% |
| 3M | -11.6% | +13.0% | -24.6% | -11.1% |
| 6M | -23.4% | +37.1% | -60.5% | -30.7% |
| All | -23.4% | +32.7% | -56.1% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling