+148.1%
EWY vs T
+66.9%
+81.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | +8.0% | -1.5% | +9.6% | +8.0% |
| 30D | +14.3% | +7.6% | +6.7% | +14.4% |
| 3M | +2.3% | +15.3% | -13.0% | +2.3% |
| 6M | +49.9% | -8.5% | +58.3% | +52.2% |
| YTD | +95.3% | +6.8% | +88.6% | +94.7% |
| 1Y | +161.7% | -7.2% | +169.0% | +165.4% |
| 3Y | +230.2% | +108.2% | +121.9% | +187.4% |
| 5Y | +148.1% | +66.1% | +82.1% | +132.6% |
| All | +148.1% | +66.9% | +81.2% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling