+821.9%
EWY vs NDAQ
+2,627.5%
-1,805.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +4.2% | +1.3% | +3.0% | +3.8% |
| 30D | -10.7% | +18.0% | -28.6% | -15.8% |
| 3M | -20.1% | +11.5% | -31.6% | -23.3% |
| 6M | -24.3% | +21.1% | -45.4% | -30.2% |
| YTD | +46.9% | +12.8% | +34.1% | +38.1% |
| 1Y | +55.2% | +25.7% | +29.5% | +40.3% |
| 3Y | +157.0% | +116.8% | +40.2% | +89.6% |
| 5Y | +98.9% | +67.3% | +31.6% | +58.6% |
| 10Y | +226.3% | +473.3% | -247.0% | +67.2% |
| All | +821.9% | +2,627.5% | -1,805.7% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling