+229.5%
EWY vs P
+652.0%
-422.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +4.2% | +11.6% | -7.4% | +1.5% |
| 30D | -10.7% | -23.7% | +13.0% | -4.9% |
| 3M | -20.1% | -8.0% | -12.1% | -19.1% |
| 6M | -24.3% | +27.9% | -52.2% | -29.4% |
| YTD | +46.9% | +61.2% | -14.3% | +29.7% |
| 1Y | +55.2% | +28.6% | +26.6% | +41.4% |
| 3Y | +157.0% | +200.5% | -43.5% | +84.2% |
| 5Y | +98.9% | +282.9% | -184.1% | +30.9% |
| All | +229.5% | +652.0% | -422.5% | +76.3% |
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