+188.3%
EWY vs NTR
+97.9%
+90.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -0.1% | -1.3% | +1.2% | +0.3% |
| 30D | +7.3% | +16.8% | -9.5% | +2.6% |
| 3M | -5.1% | +20.7% | -25.9% | -10.6% |
| 6M | +42.1% | +0.5% | +41.5% | +39.9% |
| YTD | +94.1% | +29.2% | +64.9% | +76.4% |
| 1Y | +147.8% | +39.6% | +108.2% | +118.6% |
| 3Y | +222.9% | +37.9% | +185.0% | +180.1% |
| 5Y | +150.6% | +47.1% | +103.6% | +92.1% |
| All | +188.3% | +97.9% | +90.4% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling