+308.8%
EWY vs M
-7.1%
+315.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +1.1% |
| 7D | +6.7% | -4.1% | +10.7% | +7.3% |
| 30D | +17.0% | -13.6% | +30.6% | +19.5% |
| 3M | +3.7% | -2.3% | +5.9% | +3.8% |
| 6M | +42.5% | +21.9% | +20.6% | +38.2% |
| YTD | +96.2% | -0.6% | +96.8% | +95.6% |
| 1Y | +160.4% | +29.7% | +130.6% | +149.0% |
| 3Y | +231.7% | +107.3% | +124.4% | +186.9% |
| 5Y | +153.3% | +20.5% | +132.8% | +126.5% |
| 10Y | +308.8% | -6.1% | +314.9% | +202.3% |
| All | +308.8% | -7.1% | +315.9% | +202.3% |
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