+62.4%
EWY vs S
+36.5%
+25.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | -8.3% | -8.2% | -0.1% | -7.8% |
| 30D | -20.5% | -7.6% | -12.9% | -20.3% |
| 3M | -11.1% | +12.0% | -23.1% | -11.4% |
| 6M | -7.0% | +50.6% | -57.6% | -10.3% |
| YTD | +56.5% | +56.6% | -0.1% | +49.0% |
| 1Y | +62.4% | +39.2% | +23.2% | +53.5% |
| All | +62.4% | +36.5% | +25.9% | +53.5% |
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