+303.5%
EWY vs NTRS
+259.9%
+43.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.8% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | +7.3% | -0.7% | +8.0% | +7.5% |
| 3M | -5.1% | +11.3% | -16.5% | -9.3% |
| 6M | +42.1% | +35.5% | +6.5% | +25.7% |
| YTD | +94.1% | +40.6% | +53.5% | +69.0% |
| 1Y | +147.8% | +49.2% | +98.6% | +110.2% |
| 3Y | +222.9% | +167.2% | +55.7% | +111.3% |
| 5Y | +150.6% | +94.9% | +55.7% | +81.3% |
| All | +303.5% | +259.9% | +43.6% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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