+230.2%
EWY vs XRT
+42.5%
+187.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.7% |
| 7D | +8.0% | -0.3% | +8.3% | +8.2% |
| 30D | +14.3% | -5.6% | +20.0% | +17.7% |
| 3M | +2.3% | +2.5% | -0.2% | +0.1% |
| 6M | +49.9% | +3.7% | +46.2% | +46.2% |
| YTD | +95.3% | +1.0% | +94.4% | +93.0% |
| 1Y | +161.7% | -1.2% | +162.9% | +160.7% |
| 3Y | +230.2% | +43.4% | +186.8% | +170.1% |
| All | +230.2% | +42.5% | +187.7% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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