+54.8%
EWY vs Q
+68.3%
-13.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | +0.7% |
| 7D | +4.2% | +1.2% | +3.0% | +3.3% |
| 30D | -10.7% | -2.7% | -8.0% | -8.8% |
| 3M | -20.1% | -16.9% | -3.1% | -9.6% |
| 6M | -24.3% | -26.9% | +2.6% | -7.1% |
| YTD | +46.9% | +45.2% | +1.6% | +36.5% |
| 1Y | +55.2% | +38.1% | +17.0% | +47.0% |
| All | +54.8% | +68.3% | -13.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling