+237.8%
EWY vs RF
+241.0%
-3.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | -13.1% | +4.6% | -17.7% | -14.3% |
| 3M | -11.6% | -8.4% | -3.2% | -9.4% |
| 6M | -23.4% | +8.9% | -32.2% | -25.8% |
| YTD | +52.0% | +8.8% | +43.2% | +46.9% |
| 1Y | +58.6% | +18.9% | +39.7% | +49.1% |
| 3Y | +163.3% | +116.0% | +47.3% | +100.9% |
| 5Y | +108.7% | +46.0% | +62.6% | +75.5% |
| 10Y | +237.8% | +231.7% | +6.1% | +116.1% |
| All | +237.8% | +241.0% | -3.3% | +116.1% |
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