+96.5%
EWY vs U
-72.0%
+168.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.8% |
| 7D | -10.2% | +24.4% | -34.6% | -13.0% |
| 30D | -21.5% | +7.4% | -28.9% | -22.5% |
| 3M | -14.7% | +16.8% | -31.5% | -16.8% |
| 6M | -26.8% | +78.8% | -105.6% | -32.6% |
| YTD | +43.2% | +14.0% | +29.2% | +36.8% |
| 1Y | +48.7% | +16.7% | +32.0% | +41.5% |
| 3Y | +147.9% | +86.4% | +61.6% | +111.0% |
| All | +96.5% | -72.0% | +168.5% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling