+164.3%
EWY vs T
-7.8%
+172.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +3.4% |
| 7D | +4.8% | -1.3% | +6.1% | +4.1% |
| 30D | +11.7% | +11.4% | +0.3% | +19.3% |
| 3M | -7.4% | +14.3% | -21.7% | +2.1% |
| 6M | +40.6% | -9.3% | +49.8% | +43.1% |
| YTD | +94.3% | +7.1% | +87.2% | +104.0% |
| 1Y | +164.3% | -9.1% | +173.4% | +167.0% |
| All | +164.3% | -7.8% | +172.1% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling