+1,236.8%
EWY vs TER
+359.9%
+876.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +2.8% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +11.7% | -8.3% | +19.9% | +14.8% |
| 3M | -7.4% | -12.2% | +4.8% | -3.2% |
| 6M | +40.6% | +17.1% | +23.5% | +32.5% |
| YTD | +94.3% | +84.7% | +9.6% | +58.5% |
| 1Y | +164.3% | +199.9% | -35.6% | +82.7% |
| 3Y | +221.0% | +232.8% | -11.8% | +102.7% |
| 5Y | +139.1% | +198.6% | -59.5% | +49.7% |
| 10Y | +298.8% | +1,669.7% | -1,370.9% | +33.6% |
| All | +1,236.8% | +359.9% | +876.9% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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