+148.7%
EWY vs NTRS
+93.2%
+55.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.9% |
| 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% | -8.8% |
| 6M | +42.1% | +35.5% | +6.5% | +27.7% |
| YTD | +94.1% | +40.6% | +53.5% | +72.1% |
| 1Y | +147.8% | +49.2% | +98.6% | +115.0% |
| 3Y | +222.9% | +167.2% | +55.7% | +124.0% |
| All | +148.7% | +93.2% | +55.5% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling