+216.5%
EWY vs RF
+248.4%
-31.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -10.2% | +0.3% | -10.6% | -10.3% |
| 30D | -21.5% | +6.2% | -27.7% | -22.9% |
| 3M | -14.7% | -7.8% | -6.8% | -12.7% |
| 6M | -26.8% | +5.9% | -32.8% | -28.6% |
| YTD | +43.2% | +9.0% | +34.1% | +38.3% |
| 1Y | +48.7% | +19.3% | +29.5% | +39.7% |
| 3Y | +147.9% | +116.4% | +31.5% | +89.1% |
| 5Y | +98.8% | +46.0% | +52.8% | +67.3% |
| 10Y | +216.5% | +239.8% | -23.3% | +102.8% |
| All | +216.5% | +248.4% | -31.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling