+153.3%
EWY vs NDAQ
+52.5%
+100.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.7% |
| 7D | +6.7% | -1.6% | +8.2% | +7.1% |
| 30D | +17.0% | -1.5% | +18.4% | +17.3% |
| 3M | +3.7% | +8.0% | -4.4% | +0.6% |
| 6M | +42.5% | +7.7% | +34.8% | +38.1% |
| YTD | +96.2% | -2.3% | +98.6% | +96.0% |
| 1Y | +160.4% | +0.6% | +159.8% | +156.6% |
| 3Y | +231.7% | +90.9% | +140.8% | +150.3% |
| 5Y | +153.3% | +52.5% | +100.8% | +101.9% |
| All | +153.3% | +52.5% | +100.7% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling