+153.3%
EWY vs S
-71.9%
+225.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.6% |
| 3M | +3.7% | +27.6% | -23.9% | -0.2% |
| 6M | +42.5% | +35.5% | +7.0% | +35.9% |
| YTD | +96.2% | +29.6% | +66.6% | +87.6% |
| 1Y | +160.4% | +8.1% | +152.2% | +153.8% |
| 3Y | +231.7% | +14.8% | +216.9% | +213.5% |
| 5Y | +153.3% | -70.6% | +223.8% | +152.7% |
| All | +153.3% | -71.9% | +225.1% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling