+179.2%
EWY vs NTR
+98.7%
+80.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.5% |
| 7D | +1.2% | -2.5% | +3.7% | +1.9% |
| 30D | +9.3% | +17.0% | -7.7% | +4.4% |
| 3M | +2.4% | +22.2% | -19.8% | -3.8% |
| 6M | +40.3% | +5.2% | +35.1% | +36.2% |
| YTD | +88.0% | +29.7% | +58.3% | +70.6% |
| 1Y | +143.8% | +39.4% | +104.4% | +115.2% |
| 3Y | +217.8% | +38.2% | +179.6% | +175.5% |
| 5Y | +142.7% | +47.6% | +95.1% | +85.9% |
| All | +179.2% | +98.7% | +80.5% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling