+1,250.3%
EWY vs NI
+1,553.3%
-303.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +6.7% | +1.3% | +5.4% | +6.0% |
| 30D | +17.0% | -0.3% | +17.2% | +17.0% |
| 3M | +3.7% | -9.5% | +13.1% | +8.6% |
| 6M | +42.5% | -10.2% | +52.7% | +49.3% |
| YTD | +96.2% | +1.8% | +94.5% | +93.1% |
| 1Y | +160.4% | +5.7% | +154.7% | +150.7% |
| 3Y | +231.7% | +69.6% | +162.1% | +145.8% |
| 5Y | +153.3% | +95.8% | +57.5% | +69.6% |
| 10Y | +308.8% | +145.1% | +163.7% | +123.0% |
| All | +1,250.3% | +1,553.3% | -303.0% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling