+153.3%
EWY vs SPOT
+111.4%
+41.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | +6.7% | -6.5% | +13.2% | +7.7% |
| 30D | +17.0% | +2.2% | +14.8% | +16.3% |
| 3M | +3.7% | +5.4% | -1.7% | +2.3% |
| 6M | +42.5% | -4.0% | +46.5% | +42.2% |
| YTD | +96.2% | -9.9% | +106.2% | +96.9% |
| 1Y | +160.4% | -27.3% | +187.6% | +171.4% |
| 3Y | +231.7% | +236.4% | -4.7% | +148.1% |
| 5Y | +153.3% | +112.6% | +40.7% | +86.1% |
| All | +153.3% | +111.4% | +41.9% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling