+62.4%
EWY vs U
+17.5%
+44.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -2.5% |
| 7D | -8.3% | +7.5% | -15.8% | -9.1% |
| 30D | -20.5% | -7.0% | -13.5% | -19.9% |
| 3M | -11.1% | +20.6% | -31.7% | -13.1% |
| 6M | -7.0% | +53.2% | -60.2% | -11.4% |
| YTD | +56.5% | -3.9% | +60.3% | +52.0% |
| 1Y | +62.4% | +18.4% | +44.1% | +51.8% |
| All | +62.4% | +17.5% | +44.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling