+55.0%
EWY vs COMP
+6.6%
+48.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +10.4% | +8.9% | +1.5% | +8.1% |
| 30D | -12.7% | +14.0% | -26.7% | -15.7% |
| 3M | -17.3% | -21.1% | +3.8% | -12.9% |
| 6M | -18.6% | +20.1% | -38.7% | -24.1% |
| YTD | +49.5% | -5.0% | +54.6% | +36.8% |
| 1Y | +55.0% | +5.7% | +49.3% | +40.6% |
| All | +55.0% | +6.6% | +48.4% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling