+14.8%
SPY vs EWY
+61.5%
-46.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +1.9% |
| 7D | -0.7% | -8.3% | +7.6% | +0.5% |
| 30D | -1.0% | -20.5% | +19.5% | +2.1% |
| 3M | -0.3% | -11.1% | +10.8% | +0.9% |
| 6M | +7.3% | -7.0% | +14.3% | +6.0% |
| YTD | +13.3% | +56.5% | -43.1% | -1.3% |
| 1Y | +14.8% | +62.4% | -47.6% | -1.2% |
| All | +14.8% | +61.5% | -46.7% | -1.2% |
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