+303.5%
EWY vs MKTX
+5.0%
+298.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | +7.3% | +0.7% | +6.6% | +7.2% |
| 3M | -5.1% | +40.8% | -45.9% | -11.3% |
| 6M | +42.1% | -8.0% | +50.0% | +43.1% |
| YTD | +94.1% | -8.7% | +102.9% | +95.5% |
| 1Y | +147.8% | -11.8% | +159.7% | +150.7% |
| 3Y | +222.9% | -24.0% | +246.9% | +228.3% |
| 5Y | +150.6% | -60.3% | +210.9% | +187.0% |
| All | +303.5% | +5.0% | +298.4% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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