+70.1%
EWY vs S
-51.7%
+121.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.2% | +2.0% | +2.2% | +4.0% |
| 30D | -10.7% | -2.7% | -8.0% | -10.3% |
| 3M | -20.1% | -6.9% | -13.2% | -19.7% |
| 6M | -24.3% | +38.1% | -62.4% | -27.8% |
| YTD | +46.9% | +48.0% | -1.1% | +38.2% |
| 1Y | +55.2% | +34.5% | +20.7% | +47.4% |
| 3Y | +157.0% | +38.3% | +118.6% | +138.2% |
| 5Y | +98.9% | -70.9% | +169.8% | +97.6% |
| All | +70.1% | -51.7% | +121.9% | +66.1% |
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