+905.8%
EWY vs M
+166.0%
+739.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +1.7% |
| 7D | -6.3% | +2.5% | -8.8% | -6.9% |
| 30D | -19.8% | +10.1% | -29.9% | -21.9% |
| 3M | -14.4% | -0.9% | -13.5% | -14.7% |
| 6M | -25.3% | +30.2% | -55.5% | -30.5% |
| YTD | +46.2% | +16.3% | +29.9% | +39.2% |
| 1Y | +58.3% | +27.0% | +31.3% | +47.0% |
| 3Y | +155.0% | +154.5% | +0.5% | +87.3% |
| 5Y | +99.5% | -1.1% | +100.5% | +72.5% |
| 10Y | +219.4% | +0.5% | +218.9% | +117.9% |
| All | +905.8% | +166.0% | +739.8% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling