+222.9%
EWY vs LYB
-23.1%
+246.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.2% | +3.3% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +7.3% | +2.5% | +4.8% | +7.1% |
| 3M | -5.1% | +1.4% | -6.5% | -5.1% |
| 6M | +42.1% | -3.5% | +45.5% | +39.5% |
| YTD | +94.1% | +52.0% | +42.1% | +68.9% |
| 1Y | +147.8% | +22.1% | +125.8% | +127.5% |
| 3Y | +222.9% | -22.8% | +245.7% | +230.1% |
| All | +222.9% | -23.1% | +246.1% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling