+1,250.3%
EWY vs NSC
+2,867.7%
-1,617.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +6.7% | -2.0% | +8.7% | +7.7% |
| 30D | +17.0% | -3.2% | +20.1% | +18.7% |
| 3M | +3.7% | +3.9% | -0.3% | +1.5% |
| 6M | +42.5% | +7.8% | +34.7% | +36.3% |
| YTD | +96.2% | +13.4% | +82.8% | +83.1% |
| 1Y | +160.4% | +20.3% | +140.1% | +136.1% |
| 3Y | +231.7% | +76.1% | +155.6% | +144.0% |
| 5Y | +153.3% | +45.0% | +108.3% | +99.9% |
| 10Y | +308.8% | +335.7% | -26.9% | +81.0% |
| All | +1,250.3% | +2,867.7% | -1,617.4% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling