+67.7%
EWY vs COMP
-52.0%
+119.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.7% | +2.7% |
| 7D | -10.4% | +13.4% | -23.8% | -11.8% |
| 30D | -25.4% | +11.1% | -36.5% | -26.6% |
| 3M | -16.5% | -18.8% | +2.3% | -14.6% |
| 6M | -24.7% | +10.5% | -35.2% | -26.3% |
| YTD | +40.9% | -3.4% | +44.3% | +38.7% |
| 1Y | +49.8% | +19.7% | +30.1% | +43.7% |
| 3Y | +134.8% | +381.6% | -246.8% | +84.1% |
| 5Y | +91.4% | -17.6% | +109.0% | +65.7% |
| All | +67.7% | -52.0% | +119.7% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling