+910.6%
EWY vs T
+280.9%
+629.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | -10.7% | -3.8% | -6.9% | -9.9% |
| 3M | -20.1% | -8.7% | -11.3% | -18.2% |
| 6M | -24.3% | -8.1% | -16.2% | -23.9% |
| YTD | +46.9% | -6.4% | +53.3% | +44.3% |
| 1Y | +55.2% | -9.8% | +64.9% | +54.8% |
| 3Y | +157.0% | +65.5% | +91.5% | +85.8% |
| 5Y | +98.9% | +57.0% | +41.9% | +41.4% |
| 10Y | +226.3% | +60.8% | +165.5% | +119.2% |
| All | +910.6% | +280.9% | +629.7% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling