+222.9%
EWY vs XBI
+99.0%
+123.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -0.1% | -4.6% | +4.6% | +2.2% |
| 30D | +7.3% | -2.0% | +9.3% | +8.1% |
| 3M | -5.1% | +17.8% | -22.9% | -12.2% |
| 6M | +42.1% | +23.7% | +18.3% | +29.6% |
| YTD | +94.1% | +28.2% | +65.9% | +74.8% |
| 1Y | +147.8% | +64.0% | +83.9% | +104.3% |
| 3Y | +222.9% | +99.4% | +123.5% | +136.0% |
| All | +222.9% | +99.0% | +123.9% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling