+303.5%
EWY vs XYZ
+610.4%
-306.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -4.3% | +4.2% | +0.8% |
| 30D | +7.3% | +1.2% | +6.1% | +6.9% |
| 3M | -5.1% | +14.6% | -19.8% | -8.1% |
| 6M | +42.1% | +22.6% | +19.5% | +36.1% |
| YTD | +94.1% | +21.7% | +72.4% | +84.8% |
| 1Y | +147.8% | +6.7% | +141.1% | +141.2% |
| 3Y | +222.9% | +46.8% | +176.1% | +180.3% |
| 5Y | +150.6% | -68.0% | +218.7% | +176.1% |
| All | +303.5% | +610.4% | -306.9% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling