+164.3%
EWY vs COST
-3.4%
+167.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.0% |
| 7D | +4.8% | -3.1% | +8.0% | +3.0% |
| 30D | +11.7% | -2.8% | +14.5% | +10.1% |
| 3M | -7.4% | -5.7% | -1.7% | -9.0% |
| 6M | +40.6% | -8.8% | +49.3% | +37.2% |
| YTD | +94.3% | +6.7% | +87.6% | +90.9% |
| 1Y | +164.3% | -3.6% | +167.9% | +156.0% |
| All | +164.3% | -3.4% | +167.7% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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