+164.3%
EWY vs XBI
+75.8%
+88.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.9% |
| 7D | +4.8% | +0.9% | +3.9% | +4.1% |
| 30D | +11.7% | +7.1% | +4.6% | +5.4% |
| 3M | -7.4% | +22.9% | -30.3% | -20.7% |
| 6M | +40.6% | +29.7% | +10.9% | +16.8% |
| YTD | +94.3% | +34.5% | +59.8% | +59.8% |
| 1Y | +164.3% | +76.1% | +88.2% | +101.7% |
| All | +164.3% | +75.8% | +88.5% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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