+250.3%
EWY vs Z
+7.8%
+242.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.3% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | -10.7% | +5.2% | -15.9% | -11.7% |
| 3M | -20.1% | -17.0% | -3.0% | -18.3% |
| 6M | -24.3% | -22.7% | -1.6% | -22.2% |
| YTD | +46.9% | -56.3% | +103.2% | +64.6% |
| 1Y | +55.2% | -57.7% | +112.8% | +74.6% |
| 3Y | +157.0% | -16.5% | +173.5% | +149.9% |
| 5Y | +98.9% | -53.4% | +152.3% | +104.4% |
| 10Y | +226.3% | -15.9% | +242.2% | +171.9% |
| All | +250.3% | +7.8% | +242.6% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling