+303.5%
EWY vs LYB
+48.3%
+255.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.2% | +3.5% |
| 7D | -0.1% | +0.3% | -0.3% | -0.2% |
| 30D | +7.3% | +2.5% | +4.8% | +6.4% |
| 3M | -5.1% | +1.4% | -6.5% | -6.2% |
| 6M | +42.1% | -3.5% | +45.5% | +38.7% |
| YTD | +94.1% | +52.0% | +42.1% | +60.5% |
| 1Y | +147.8% | +22.1% | +125.8% | +119.7% |
| 3Y | +222.9% | -22.8% | +245.7% | +229.6% |
| 5Y | +150.6% | -3.4% | +154.0% | +130.7% |
| All | +303.5% | +48.3% | +255.2% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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