+308.8%
EWY vs P
+694.3%
-385.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | +6.7% | +5.0% | +1.7% | +5.4% |
| 30D | +17.0% | -0.9% | +17.9% | +16.6% |
| 3M | +3.7% | +38.7% | -35.0% | -4.0% |
| 6M | +42.5% | +54.4% | -11.9% | +28.5% |
| YTD | +96.2% | +44.8% | +51.4% | +78.3% |
| 1Y | +160.4% | +22.5% | +137.8% | +140.9% |
| 3Y | +231.7% | +148.2% | +83.4% | +149.8% |
| 5Y | +153.3% | +268.9% | -115.6% | +69.7% |
| 10Y | +308.8% | +696.9% | -388.0% | +130.5% |
| All | +308.8% | +694.3% | -385.4% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling