+1,145.4%
EWY vs EWZ
+446.7%
+698.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.5% |
| 7D | +8.0% | +5.6% | +2.4% | +5.0% |
| 30D | +14.3% | +9.3% | +5.1% | +9.1% |
| 3M | +2.3% | +15.7% | -13.4% | -5.0% |
| 6M | +49.9% | +7.4% | +42.4% | +45.4% |
| YTD | +95.3% | +22.7% | +72.7% | +78.0% |
| 1Y | +161.7% | +36.4% | +125.3% | +125.4% |
| 3Y | +230.2% | +50.4% | +179.8% | +167.0% |
| 5Y | +148.1% | +67.6% | +80.5% | +81.5% |
| 10Y | +293.2% | +84.1% | +209.1% | +135.2% |
| All | +1,145.4% | +446.7% | +698.6% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 all: compounded portfolio wealth divided by compounded EWZ 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…
all analysis · Full analysis span regression · 6 months rolling