+358.5%
EWY vs P
+485.4%
-126.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +4.8% | +6.5% | -1.7% | +3.4% |
| 30D | +11.7% | +18.8% | -7.2% | +6.9% |
| 3M | -7.4% | +26.7% | -34.2% | -12.2% |
| 6M | +40.6% | +62.2% | -21.6% | +26.2% |
| YTD | +94.3% | +48.5% | +45.8% | +76.5% |
| 1Y | +164.3% | +26.4% | +137.9% | +144.1% |
| 3Y | +221.0% | +159.4% | +61.6% | +143.7% |
| 5Y | +139.1% | +275.8% | -136.7% | +63.9% |
| 10Y | +298.8% | +732.0% | -433.2% | +125.4% |
| All | +358.5% | +485.4% | -126.8% | +158.2% |
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