+62.4%
EWY vs XYZ
+19.9%
+42.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +15.3% | -17.2% | -5.9% |
| 7D | -8.3% | +16.5% | -24.8% | -12.3% |
| 30D | -20.5% | +15.0% | -35.5% | -23.8% |
| 3M | -11.1% | +3.5% | -14.6% | -12.1% |
| 6M | -7.0% | +21.9% | -28.9% | -13.2% |
| YTD | +56.5% | +34.6% | +21.8% | +42.9% |
| 1Y | +62.4% | +20.7% | +41.7% | +50.5% |
| All | +62.4% | +19.9% | +42.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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