+844.8%
EWY vs MKTX
+1,443.5%
-598.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.3% | +0.8% | +8.5% | +9.1% |
| 3M | +2.4% | +41.1% | -38.7% | -7.0% |
| 6M | +40.3% | -9.5% | +49.8% | +41.9% |
| YTD | +88.0% | -8.7% | +96.7% | +89.3% |
| 1Y | +143.8% | -10.0% | +153.8% | +145.4% |
| 3Y | +217.8% | -24.6% | +242.4% | +224.6% |
| 5Y | +142.7% | -60.3% | +203.0% | +187.0% |
| 10Y | +291.7% | +5.0% | +286.7% | +233.3% |
| All | +844.8% | +1,443.5% | -598.7% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling