+230.2%
EWY vs M
+120.4%
+109.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +8.0% | +2.4% | +5.7% | +7.6% |
| 30D | +14.3% | -11.6% | +26.0% | +16.9% |
| 3M | +2.3% | +1.6% | +0.7% | +1.8% |
| 6M | +49.9% | +25.2% | +24.6% | +44.2% |
| YTD | +95.3% | +3.8% | +91.6% | +92.9% |
| 1Y | +161.7% | +36.3% | +125.4% | +147.2% |
| 3Y | +230.2% | +116.3% | +113.8% | +176.0% |
| All | +230.2% | +120.4% | +109.7% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling