+272.1%
EWY vs NET
+1,449.6%
-1,177.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +4.9% |
| 7D | +4.8% | -7.0% | +11.8% | +5.8% |
| 30D | +11.7% | -4.8% | +16.5% | +12.1% |
| 3M | -7.4% | +3.8% | -11.2% | -8.1% |
| 6M | +40.6% | +50.0% | -9.5% | +31.5% |
| YTD | +94.3% | +41.5% | +52.8% | +82.2% |
| 1Y | +164.3% | +32.8% | +131.5% | +149.4% |
| 3Y | +221.0% | +335.9% | -114.9% | +153.6% |
| 5Y | +139.1% | +113.8% | +25.3% | +87.8% |
| All | +272.1% | +1,449.6% | -1,177.4% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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