+42.1%
EWY vs NYT
-14.5%
+56.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.4% |
| 7D | -0.1% | -0.6% | +0.5% | -0.3% |
| 30D | +7.3% | +4.6% | +2.7% | +8.8% |
| 3M | -5.1% | -9.6% | +4.4% | -5.6% |
| 6M | +42.1% | -14.0% | +56.1% | +38.4% |
| All | +42.1% | -14.5% | +56.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 6mo: compounded portfolio wealth divided by compounded NYT 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…
6mo analysis · Full analysis span regression · 6 months rolling