+396.6%
EWY vs V
+2,773.8%
-2,377.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.7% |
| 30D | +11.7% | +2.0% | +9.7% | +10.3% |
| 3M | -7.4% | +17.4% | -24.8% | -16.0% |
| 6M | +40.6% | +17.5% | +23.1% | +26.4% |
| YTD | +94.3% | +7.6% | +86.7% | +82.4% |
| 1Y | +164.3% | +7.7% | +156.6% | +146.4% |
| 3Y | +221.0% | +54.7% | +166.3% | +141.0% |
| 5Y | +139.1% | +73.0% | +66.1% | +64.6% |
| 10Y | +298.8% | +390.9% | -92.1% | +49.0% |
| All | +396.6% | +2,773.8% | -2,377.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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