+164.3%
EWY vs XYZ
+9.3%
+155.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +4.8% | -1.0% | +5.8% | +5.1% |
| 30D | +11.7% | -1.7% | +13.4% | +12.1% |
| 3M | -7.4% | +16.7% | -24.1% | -12.0% |
| 6M | +40.6% | +26.9% | +13.7% | +30.6% |
| YTD | +94.3% | +27.1% | +67.1% | +81.2% |
| 1Y | +164.3% | +9.3% | +155.0% | +157.9% |
| All | +164.3% | +9.3% | +155.0% | +157.9% |
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