+74.0%
EWY vs COMP
-49.2%
+123.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.0% |
| 7D | -6.3% | +14.5% | -20.8% | -7.9% |
| 30D | -19.8% | +14.9% | -34.7% | -21.4% |
| 3M | -14.4% | -14.2% | -0.2% | -13.1% |
| 6M | -25.3% | +23.7% | -49.0% | -27.9% |
| YTD | +46.2% | +2.1% | +44.1% | +42.8% |
| 1Y | +58.3% | +26.2% | +32.1% | +50.8% |
| 3Y | +155.0% | +470.9% | -315.9% | +96.0% |
| 5Y | +99.5% | -14.0% | +113.5% | +71.6% |
| All | +74.0% | -49.2% | +123.2% | +52.7% |
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