+13,164.2%
GOOG vs EWY
+993.5%
+12,170.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.3% |
| 7D | -1.6% | +6.7% | -8.2% | -4.3% |
| 30D | -7.7% | +17.0% | -24.6% | -14.2% |
| 3M | -9.3% | +3.7% | -13.0% | -13.9% |
| 6M | +7.4% | +42.5% | -35.0% | -14.3% |
| YTD | +4.9% | +96.2% | -91.4% | -28.9% |
| 1Y | +37.2% | +160.4% | -123.1% | -18.8% |
| 3Y | +141.6% | +231.7% | -90.1% | +26.0% |
| 5Y | +128.8% | +153.3% | -24.5% | +34.4% |
| 10Y | +772.7% | +308.8% | +463.9% | +307.2% |
| All | +13,164.2% | +993.5% | +12,170.8% | +4,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling