+216.5%
EWY vs P
+691.2%
-474.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -10.2% | -13.3% | +3.1% | -7.0% |
| 30D | -21.5% | -34.0% | +12.5% | -13.6% |
| 3M | -14.7% | +4.1% | -18.8% | -16.1% |
| 6M | -26.8% | +30.5% | -57.3% | -32.0% |
| YTD | +43.2% | +52.2% | -9.0% | +28.2% |
| 1Y | +48.7% | +10.3% | +38.5% | +40.2% |
| 3Y | +147.9% | +180.9% | -32.9% | +80.8% |
| 5Y | +98.8% | +259.7% | -160.9% | +33.0% |
| 10Y | +216.5% | +652.6% | -436.1% | +70.4% |
| All | +216.5% | +691.2% | -474.6% | +70.4% |
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