+65.8%
EWY vs S
-49.1%
+114.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -10.2% | +1.4% | -11.6% | -10.3% |
| 30D | -21.5% | -10.8% | -10.7% | -20.4% |
| 3M | -14.7% | +5.4% | -20.1% | -15.6% |
| 6M | -26.8% | +41.2% | -68.1% | -30.4% |
| YTD | +43.2% | +56.2% | -13.0% | +33.8% |
| 1Y | +48.7% | +36.3% | +12.4% | +41.0% |
| 3Y | +147.9% | +49.4% | +98.5% | +127.7% |
| 5Y | +98.8% | -66.9% | +165.7% | +95.5% |
| All | +65.8% | -49.1% | +114.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling