+363.4%
EWY vs Z
+25.1%
+338.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +4.9% |
| 7D | +4.8% | -3.0% | +7.8% | +5.3% |
| 30D | +11.7% | -4.2% | +15.8% | +12.2% |
| 3M | -7.4% | -3.7% | -3.7% | -7.6% |
| 6M | +40.6% | -24.5% | +65.1% | +45.8% |
| YTD | +94.3% | -49.3% | +143.6% | +114.0% |
| 1Y | +164.3% | -58.7% | +223.0% | +200.1% |
| 3Y | +221.0% | -34.1% | +255.1% | +226.8% |
| 5Y | +139.1% | -64.5% | +203.7% | +155.4% |
| 10Y | +298.8% | -0.5% | +299.3% | +225.2% |
| All | +363.4% | +25.1% | +338.3% | +264.4% |
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