+62.4%
EWY vs P
+19.7%
+42.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -0.3% |
| 7D | -8.3% | -19.4% | +11.0% | -1.9% |
| 30D | -20.5% | -22.3% | +1.8% | -14.3% |
| 3M | -11.1% | +33.2% | -44.3% | -20.8% |
| 6M | -7.0% | +53.6% | -60.6% | -21.0% |
| YTD | +56.5% | +66.8% | -10.3% | +29.8% |
| 1Y | +62.4% | +17.5% | +44.9% | +36.9% |
| All | +62.4% | +19.7% | +42.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling