+164.3%
EWY vs S
+10.1%
+154.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +4.8% | -7.7% | +12.5% | +5.5% |
| 30D | +11.7% | -5.3% | +17.0% | +11.8% |
| 3M | -7.4% | +20.3% | -27.7% | -9.7% |
| 6M | +40.6% | +47.4% | -6.8% | +34.0% |
| YTD | +94.3% | +32.5% | +61.7% | +86.0% |
| 1Y | +164.3% | +9.5% | +154.8% | +157.8% |
| All | +164.3% | +10.1% | +154.1% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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