+58.6%
EWY vs RF
+18.8%
+39.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -13.1% | +4.6% | -17.7% | -13.4% |
| 3M | -11.6% | -8.4% | -3.2% | -10.6% |
| 6M | -23.4% | +8.9% | -32.2% | -26.5% |
| YTD | +52.0% | +8.8% | +43.2% | +42.7% |
| 1Y | +58.6% | +18.9% | +39.7% | +44.3% |
| All | +58.6% | +18.8% | +39.8% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling