+303.5%
EWY vs NSC
+332.1%
-28.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.2% | +3.6% |
| 7D | -0.1% | -2.8% | +2.7% | +1.0% |
| 30D | +7.3% | -4.5% | +11.8% | +9.3% |
| 3M | -5.1% | +3.5% | -8.7% | -6.8% |
| 6M | +42.1% | +8.5% | +33.5% | +36.2% |
| YTD | +94.1% | +12.3% | +81.8% | +83.1% |
| 1Y | +147.8% | +18.9% | +128.9% | +128.0% |
| 3Y | +222.9% | +74.1% | +148.8% | +143.7% |
| 5Y | +150.6% | +43.9% | +106.7% | +101.9% |
| All | +303.5% | +332.1% | -28.6% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling