+290.8%
EWY vs T
+71.7%
+219.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.5% |
| 7D | +1.2% | -2.4% | +3.7% | +1.7% |
| 30D | +9.3% | +4.3% | +5.0% | +8.2% |
| 3M | +2.4% | +11.6% | -9.1% | -0.6% |
| 6M | +40.3% | -5.6% | +45.9% | +41.5% |
| YTD | +88.0% | +6.6% | +81.4% | +82.5% |
| 1Y | +143.8% | -8.4% | +152.2% | +146.7% |
| 3Y | +217.8% | +107.8% | +109.9% | +139.7% |
| 5Y | +142.7% | +68.3% | +74.4% | +93.2% |
| All | +290.8% | +71.7% | +219.1% | +217.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling