+146.3%
EWY vs U
-33.1%
+179.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +10.4% | +2.8% | +7.6% | +10.1% |
| 30D | -12.7% | +7.6% | -20.3% | -13.8% |
| 3M | -17.3% | +12.7% | -30.0% | -18.9% |
| 6M | -18.6% | +87.0% | -105.5% | -24.8% |
| YTD | +49.5% | +13.6% | +35.9% | +43.4% |
| 1Y | +55.0% | +25.3% | +29.7% | +46.8% |
| 3Y | +159.0% | +85.8% | +73.2% | +124.1% |
| 5Y | +102.5% | -74.5% | +177.0% | +91.0% |
| All | +146.3% | -33.1% | +179.4% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling