+134.8%
EWY vs COMP
+353.8%
-219.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.7% | +2.5% |
| 7D | -10.4% | +13.4% | -23.8% | -12.0% |
| 30D | -25.4% | +11.1% | -36.5% | -26.7% |
| 3M | -16.5% | -18.8% | +2.3% | -14.3% |
| 6M | -24.7% | +10.5% | -35.2% | -26.5% |
| YTD | +40.9% | -3.4% | +44.3% | +37.3% |
| 1Y | +49.8% | +19.7% | +30.1% | +42.5% |
| 3Y | +134.8% | +381.6% | -246.8% | +85.9% |
| All | +134.8% | +353.8% | -219.0% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling