+256.7%
EWY vs Z
+4.2%
+252.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.3% |
| 7D | +10.4% | -4.9% | +15.3% | +11.3% |
| 30D | -12.7% | +3.0% | -15.7% | -13.5% |
| 3M | -17.3% | -13.4% | -3.9% | -16.1% |
| 6M | -18.6% | -27.3% | +8.8% | -15.5% |
| YTD | +49.5% | -57.8% | +107.3% | +68.6% |
| 1Y | +55.0% | -60.0% | +115.0% | +76.0% |
| 3Y | +159.0% | -21.5% | +180.5% | +154.5% |
| 5Y | +102.5% | -55.0% | +157.5% | +109.3% |
| 10Y | +232.2% | -18.8% | +251.0% | +178.4% |
| All | +256.7% | +4.2% | +252.6% | +187.1% |
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 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