+154.5%
EWY vs S
+8.0%
+146.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +6.7% | -1.2% | +7.9% | +6.8% |
| 30D | +17.0% | -12.6% | +29.5% | +18.1% |
| 3M | +3.7% | +27.6% | -23.9% | -0.2% |
| 6M | +42.5% | +35.5% | +7.0% | +36.1% |
| YTD | +96.2% | +29.6% | +66.6% | +88.0% |
| All | +154.5% | +8.0% | +146.5% | +148.8% |
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