+212.8%
EWY vs NSC
+75.0%
+137.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | +9.3% | -3.4% | +12.7% | +10.1% |
| 3M | +2.4% | +5.1% | -2.6% | +1.2% |
| 6M | +40.3% | +9.2% | +31.1% | +36.7% |
| YTD | +88.0% | +13.4% | +74.6% | +81.3% |
| 1Y | +143.8% | +20.8% | +123.0% | +131.3% |
| All | +212.8% | +75.0% | +137.7% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling