+222.9%
EWY vs NI
+68.9%
+154.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +7.3% | -1.4% | +8.7% | +7.7% |
| 3M | -5.1% | -10.6% | +5.4% | -2.5% |
| 6M | +42.1% | -9.3% | +51.4% | +45.1% |
| YTD | +94.1% | +1.1% | +93.0% | +92.5% |
| 1Y | +147.8% | +3.4% | +144.5% | +144.0% |
| 3Y | +222.9% | +67.9% | +155.0% | +174.3% |
| All | +222.9% | +68.9% | +154.0% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling