+180.4%
EWY vs SPOT
+214.5%
-34.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | +1.2% | -6.9% | +8.1% | +2.4% |
| 30D | +9.3% | +4.1% | +5.2% | +8.3% |
| 3M | +2.4% | +3.7% | -1.3% | +1.1% |
| 6M | +40.3% | -1.6% | +41.9% | +39.1% |
| YTD | +88.0% | -10.2% | +98.2% | +88.2% |
| 1Y | +143.8% | -25.9% | +169.7% | +152.8% |
| 3Y | +217.8% | +235.6% | -17.8% | +137.5% |
| 5Y | +142.7% | +110.6% | +32.2% | +87.7% |
| All | +180.4% | +214.5% | -34.1% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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