+148.1%
EWY vs REPL
-53.9%
+202.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.6% |
| 7D | +8.0% | -5.7% | +13.8% | +8.2% |
| 30D | +14.3% | +22.5% | -8.1% | +13.7% |
| 3M | +2.3% | +64.7% | -62.4% | +0.1% |
| 6M | +49.9% | +83.0% | -33.2% | +42.4% |
| YTD | +95.3% | +52.0% | +43.4% | +86.3% |
| 1Y | +161.7% | +144.5% | +17.2% | +142.2% |
| 3Y | +230.2% | -25.1% | +255.2% | +203.8% |
| 5Y | +148.1% | -52.9% | +201.0% | +128.8% |
| All | +148.1% | -53.9% | +202.0% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling