+258.8%
EWY vs P
+526.5%
-267.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +5.2% |
| 7D | -2.8% | -4.7% | +1.9% | -1.6% |
| 30D | -13.1% | -31.4% | +18.3% | -5.7% |
| 3M | -11.6% | -2.6% | -9.0% | -11.6% |
| 6M | -23.4% | +21.9% | -45.3% | -27.4% |
| YTD | +52.0% | +58.9% | -6.9% | +35.8% |
| 1Y | +58.6% | +21.7% | +36.9% | +47.1% |
| 3Y | +163.3% | +193.3% | -30.0% | +94.6% |
| 5Y | +108.7% | +275.1% | -166.5% | +42.7% |
| 10Y | +237.8% | +655.3% | -417.5% | +91.4% |
| All | +258.8% | +526.5% | -267.6% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling