+220.0%
EWY vs U
-44.5%
+264.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +4.8% | -3.8% | +8.6% | +5.3% |
| 30D | +11.7% | +17.5% | -5.8% | +9.3% |
| 3M | -7.4% | +38.7% | -46.1% | -11.1% |
| 6M | +40.6% | +104.4% | -63.9% | +29.0% |
| YTD | +94.3% | -5.7% | +100.0% | +91.2% |
| 1Y | +164.3% | +3.7% | +160.6% | +155.6% |
| 3Y | +221.0% | +12.3% | +208.7% | +194.0% |
| 5Y | +139.1% | -68.8% | +207.9% | +126.9% |
| All | +220.0% | -44.5% | +264.4% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling