+223.3%
EWY vs RF
+86.8%
+136.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | +1.3% | +3.5% | +4.5% |
| 30D | +11.7% | -3.6% | +15.3% | +12.5% |
| 3M | -7.4% | +8.1% | -15.5% | -9.5% |
| 6M | +40.6% | +11.5% | +29.1% | +35.9% |
| YTD | +94.3% | +15.6% | +78.7% | +85.9% |
| 1Y | +164.3% | +15.7% | +148.6% | +152.6% |
| All | +223.3% | +86.8% | +136.5% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling