+3.6%
GOOG vs EWY
+61.5%
-57.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.5% |
| 7D | -10.7% | -8.3% | -2.4% | -9.6% |
| 30D | -16.4% | -20.5% | +4.1% | -13.8% |
| 3M | -23.4% | -11.1% | -12.3% | -22.5% |
| 6M | -24.2% | -7.0% | -17.2% | -26.7% |
| YTD | -8.3% | +56.5% | -64.7% | -24.4% |
| 1Y | +3.6% | +62.4% | -58.8% | -16.4% |
| All | +3.6% | +61.5% | -57.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling