+142.6%
EWY vs COMP
-31.2%
+173.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | +11.7% | -13.3% | +25.0% | +13.6% |
| 3M | -7.4% | +41.1% | -48.5% | -11.8% |
| 6M | +40.6% | +17.2% | +23.4% | +36.0% |
| YTD | +94.3% | +5.2% | +89.1% | +89.5% |
| 1Y | +164.3% | +18.9% | +145.4% | +152.8% |
| 3Y | +221.0% | +215.9% | +5.1% | +161.7% |
| All | +142.6% | -31.2% | +173.8% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling