+157.0%
EWY vs RF
+119.8%
+37.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +4.2% | +1.9% | +2.3% | +3.8% |
| 30D | -10.7% | +7.3% | -18.0% | -12.0% |
| 3M | -20.1% | -7.9% | -12.1% | -18.7% |
| 6M | -24.3% | +10.5% | -34.8% | -26.7% |
| YTD | +46.9% | +9.6% | +37.2% | +42.0% |
| 1Y | +55.2% | +20.3% | +34.9% | +46.6% |
| 3Y | +157.0% | +119.5% | +37.4% | +103.2% |
| All | +157.0% | +119.8% | +37.1% | +103.2% |
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