+164.3%
EWY vs NTR
+43.1%
+121.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.5% |
| 7D | +4.8% | +8.1% | -3.3% | +5.4% |
| 30D | +11.7% | +18.8% | -7.1% | +13.1% |
| 3M | -7.4% | +16.2% | -23.6% | -6.2% |
| 6M | +40.6% | +9.8% | +30.8% | +39.7% |
| YTD | +94.3% | +30.9% | +63.4% | +90.7% |
| 1Y | +164.3% | +41.8% | +122.5% | +160.2% |
| All | +164.3% | +43.1% | +121.2% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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