+81.0%
EWY vs COMP
-51.7%
+132.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.8% |
| 7D | -2.8% | +2.2% | -5.0% | -3.0% |
| 30D | -13.1% | +16.3% | -29.4% | -14.9% |
| 3M | -11.6% | -19.1% | +7.5% | -9.5% |
| 6M | -23.4% | +17.1% | -40.5% | -25.5% |
| YTD | +52.0% | -2.9% | +55.0% | +49.5% |
| 1Y | +58.6% | +8.8% | +49.8% | +53.8% |
| 3Y | +163.3% | +423.5% | -260.1% | +104.6% |
| 5Y | +108.7% | -10.5% | +119.1% | +79.7% |
| All | +81.0% | -51.7% | +132.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling