+44.5%
GOOG vs EWY
+165.3%
-120.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.8% |
| 7D | -2.2% | +4.8% | -7.0% | -3.0% |
| 30D | -6.9% | +11.7% | -18.6% | -8.7% |
| 3M | -9.1% | -7.4% | -1.7% | -8.4% |
| 6M | +10.6% | +40.6% | -29.9% | -2.9% |
| YTD | +7.0% | +94.3% | -87.3% | -17.1% |
| 1Y | +44.5% | +164.3% | -119.8% | 0.0% |
| All | +44.5% | +165.3% | -120.8% | 0.0% |
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