+237.8%
EWY vs M
-5.1%
+242.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.3% |
| 7D | -2.8% | -3.3% | +0.5% | -2.3% |
| 30D | -13.1% | +8.1% | -21.2% | -14.3% |
| 3M | -11.6% | +2.2% | -13.8% | -12.2% |
| 6M | -23.4% | +35.1% | -58.5% | -27.0% |
| YTD | +52.0% | +15.8% | +36.2% | +47.7% |
| 1Y | +58.6% | +25.8% | +32.8% | +52.0% |
| 3Y | +163.3% | +156.2% | +7.1% | +120.6% |
| 5Y | +108.7% | -2.4% | +111.0% | +92.7% |
| 10Y | +237.8% | -7.1% | +244.9% | +155.1% |
| All | +237.8% | -5.1% | +242.9% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling