+1,235.8%
EWY vs NYT
+123.4%
+1,112.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +7.3% | +4.6% | +2.7% | +5.9% |
| 3M | -5.1% | -9.6% | +4.4% | -3.6% |
| 6M | +42.1% | -14.0% | +56.1% | +46.0% |
| YTD | +94.1% | -2.8% | +97.0% | +92.0% |
| 1Y | +147.8% | +15.6% | +132.2% | +132.0% |
| 3Y | +222.9% | +56.3% | +166.6% | +170.5% |
| 5Y | +150.6% | +39.5% | +111.1% | +111.1% |
| 10Y | +304.4% | +488.0% | -183.6% | +105.4% |
| All | +1,235.8% | +123.4% | +1,112.4% | +677.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling