+230.2%
EWY vs Z
-37.5%
+267.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +1.3% |
| 7D | +8.0% | -3.3% | +11.3% | +8.4% |
| 30D | +14.3% | -3.7% | +18.1% | +14.6% |
| 3M | +2.3% | -7.0% | +9.3% | +2.8% |
| 6M | +49.9% | -29.5% | +79.4% | +57.4% |
| YTD | +95.3% | -52.6% | +147.9% | +117.7% |
| 1Y | +161.7% | -64.0% | +225.7% | +206.9% |
| 3Y | +230.2% | -36.4% | +266.6% | +224.8% |
| All | +230.2% | -37.5% | +267.6% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling