+290.8%
EWY vs Z
-6.2%
+297.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.7% |
| 7D | +1.2% | -11.6% | +12.8% | +3.2% |
| 30D | +9.3% | -8.5% | +17.8% | +10.5% |
| 3M | +2.4% | -7.9% | +10.3% | +2.8% |
| 6M | +40.3% | -29.1% | +69.4% | +47.1% |
| YTD | +88.0% | -54.2% | +142.2% | +110.8% |
| 1Y | +143.8% | -63.5% | +207.4% | +183.3% |
| 3Y | +217.8% | -38.6% | +256.4% | +227.0% |
| 5Y | +142.7% | -66.0% | +208.7% | +160.9% |
| All | +290.8% | -6.2% | +297.0% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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