+230.2%
EWY vs T
+105.3%
+124.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | +8.0% | -1.5% | +9.6% | +7.7% |
| 30D | +14.3% | +7.6% | +6.7% | +16.2% |
| 3M | +2.3% | +15.3% | -13.0% | +6.0% |
| 6M | +49.9% | -8.5% | +58.3% | +52.4% |
| YTD | +95.3% | +6.8% | +88.6% | +99.1% |
| 1Y | +161.7% | -7.2% | +169.0% | +167.4% |
| 3Y | +230.2% | +108.2% | +121.9% | +212.8% |
| All | +230.2% | +105.3% | +124.9% | +212.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling