+136.0%
GOOG vs EWY
+149.2%
-13.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -2.0% | +7.3% | -9.3% | -4.8% |
| 3M | -5.9% | -5.1% | -0.7% | -6.1% |
| 6M | +8.9% | +42.1% | -33.2% | -14.2% |
| YTD | +7.1% | +94.1% | -87.0% | -30.9% |
| 1Y | +39.7% | +147.8% | -108.1% | -22.7% |
| 3Y | +145.8% | +222.9% | -77.1% | +11.8% |
| All | +136.0% | +149.2% | -13.2% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling