+361.8%
EWY vs XRT
+539.9%
-178.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +4.2% | +1.7% | +2.5% | +3.1% |
| 30D | -10.7% | +7.5% | -18.2% | -15.1% |
| 3M | -20.1% | +2.2% | -22.3% | -21.7% |
| 6M | -24.3% | +14.7% | -39.0% | -31.2% |
| YTD | +46.9% | +7.5% | +39.4% | +39.4% |
| 1Y | +55.2% | +14.1% | +41.1% | +41.7% |
| 3Y | +157.0% | +58.8% | +98.2% | +85.7% |
| 5Y | +98.9% | -3.9% | +102.8% | +90.4% |
| 10Y | +226.3% | +137.7% | +88.6% | +42.9% |
| All | +361.8% | +539.9% | -178.1% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling