+62.4%
EWY vs NSC
+24.4%
+38.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -8.3% | +1.8% | -10.1% | -8.3% |
| 30D | -20.5% | +8.8% | -29.4% | -20.5% |
| 3M | -11.1% | +1.2% | -12.4% | -11.0% |
| 6M | -7.0% | +11.3% | -18.3% | -7.2% |
| YTD | +56.5% | +20.7% | +35.8% | +53.0% |
| 1Y | +62.4% | +23.4% | +39.0% | +57.4% |
| All | +62.4% | +24.4% | +38.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling