+125.1%
EWY vs S
-56.8%
+181.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +4.8% | -7.7% | +12.5% | +5.8% |
| 30D | +11.7% | -5.3% | +17.0% | +12.1% |
| 3M | -7.4% | +20.3% | -27.7% | -10.0% |
| 6M | +40.6% | +47.4% | -6.8% | +32.9% |
| YTD | +94.3% | +32.5% | +61.7% | +85.5% |
| 1Y | +164.3% | +9.5% | +154.8% | +157.4% |
| 3Y | +221.0% | +15.5% | +205.5% | +203.8% |
| 5Y | +139.1% | -71.2% | +210.3% | +139.6% |
| All | +125.1% | -56.8% | +181.8% | +123.0% |
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