+155.0%
EWY vs M
+142.9%
+12.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +2.2% |
| 7D | -6.3% | +2.5% | -8.8% | -6.7% |
| 30D | -19.8% | +10.1% | -29.9% | -21.4% |
| 3M | -14.4% | -0.9% | -13.5% | -14.6% |
| 6M | -25.3% | +30.2% | -55.5% | -29.0% |
| YTD | +46.2% | +16.3% | +29.9% | +40.9% |
| 1Y | +58.3% | +27.0% | +31.3% | +50.2% |
| 3Y | +155.0% | +154.5% | +0.5% | +108.4% |
| All | +155.0% | +142.9% | +12.1% | +108.4% |
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