+510.9%
EWY vs XRT
+514.3%
-3.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.0% |
| 7D | +4.8% | +0.8% | +4.0% | +4.3% |
| 30D | +11.7% | -4.2% | +15.9% | +14.5% |
| 3M | -7.4% | +5.1% | -12.5% | -10.6% |
| 6M | +40.6% | +2.4% | +38.1% | +38.4% |
| YTD | +94.3% | +3.2% | +91.1% | +90.3% |
| 1Y | +164.3% | +1.5% | +162.8% | +160.7% |
| 3Y | +221.0% | +40.6% | +180.4% | +151.8% |
| 5Y | +139.1% | -1.0% | +140.1% | +124.1% |
| 10Y | +298.8% | +128.4% | +170.4% | +79.8% |
| All | +510.9% | +514.3% | -3.4% | +10.9% |
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