+1,119.4%
EWY vs NDAQ
+2,327.9%
-1,208.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.2% |
| 7D | +4.8% | -2.4% | +7.3% | +5.6% |
| 30D | +11.7% | +2.5% | +9.2% | +10.6% |
| 3M | -7.4% | +9.9% | -17.3% | -11.3% |
| 6M | +40.6% | +9.4% | +31.1% | +34.5% |
| YTD | +94.3% | +0.4% | +93.9% | +90.7% |
| 1Y | +164.3% | +4.0% | +160.2% | +155.4% |
| 3Y | +221.0% | +94.4% | +126.6% | +146.2% |
| 5Y | +139.1% | +56.7% | +82.4% | +95.3% |
| 10Y | +298.8% | +375.3% | -76.5% | +118.4% |
| All | +1,119.4% | +2,327.9% | -1,208.5% | +340.9% |
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 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