+117.8%
EWY vs S
-56.9%
+174.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.4% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +9.3% | -11.8% | +21.1% | +10.6% |
| 3M | +2.4% | +33.9% | -31.5% | -1.9% |
| 6M | +40.3% | +40.1% | +0.2% | +33.4% |
| YTD | +88.0% | +32.1% | +55.9% | +79.6% |
| 1Y | +143.8% | +11.0% | +132.8% | +137.1% |
| 3Y | +217.8% | +16.9% | +200.8% | +200.4% |
| 5Y | +142.7% | -68.9% | +211.7% | +142.0% |
| All | +117.8% | -56.9% | +174.7% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling