+1,236.8%
EWY vs RF
+347.3%
+889.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | -7.4% | +8.1% | -15.5% | -9.6% |
| 6M | +40.6% | +11.5% | +29.1% | +36.0% |
| YTD | +94.3% | +15.6% | +78.7% | +85.9% |
| 1Y | +164.3% | +15.7% | +148.6% | +152.2% |
| 3Y | +221.0% | +86.9% | +134.1% | +165.0% |
| 5Y | +139.1% | +89.8% | +49.3% | +93.1% |
| 10Y | +298.8% | +344.7% | -45.9% | +141.7% |
| All | +1,236.8% | +347.3% | +889.5% | +567.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling