+164.3%
EWY vs M
+46.1%
+118.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.8% |
| 7D | +4.8% | +4.7% | +0.1% | +3.4% |
| 30D | +11.7% | -9.6% | +21.3% | +15.1% |
| 3M | -7.4% | +0.9% | -8.3% | -7.9% |
| 6M | +40.6% | +22.3% | +18.3% | +33.1% |
| YTD | +94.3% | +6.5% | +87.7% | +87.1% |
| 1Y | +164.3% | +38.8% | +125.5% | +143.2% |
| All | +164.3% | +46.1% | +118.1% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling