+346.2%
EWY vs XYZ
+608.9%
-262.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | +6.7% | -3.7% | +10.4% | +7.5% |
| 30D | +17.0% | +0.5% | +16.4% | +16.7% |
| 3M | +3.7% | +16.3% | -12.6% | +0.3% |
| 6M | +42.5% | +21.1% | +21.3% | +37.1% |
| YTD | +96.2% | +22.0% | +74.3% | +87.1% |
| 1Y | +160.4% | +5.2% | +155.2% | +154.4% |
| 3Y | +231.7% | +49.6% | +182.1% | +188.9% |
| 5Y | +153.3% | -68.4% | +221.7% | +176.9% |
| 10Y | +308.8% | +604.5% | -295.7% | +149.8% |
| All | +346.2% | +608.9% | -262.7% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling