+55.2%
EWY vs P
+23.6%
+31.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | +4.2% | +11.6% | -7.4% | +0.3% |
| 30D | -10.7% | -23.7% | +13.0% | -2.8% |
| 3M | -20.1% | -8.0% | -12.1% | -18.8% |
| 6M | -24.3% | +27.9% | -52.2% | -32.6% |
| YTD | +46.9% | +61.2% | -14.3% | +24.1% |
| 1Y | +55.2% | +28.6% | +26.6% | +31.4% |
| All | +55.2% | +23.6% | +31.6% | +31.4% |
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 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