+303.5%
EWY vs COST
+611.6%
-308.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | +7.3% | -4.7% | +12.0% | +8.7% |
| 3M | -5.1% | -7.1% | +2.0% | -3.5% |
| 6M | +42.1% | -8.5% | +50.6% | +44.2% |
| YTD | +94.1% | +5.4% | +88.7% | +86.6% |
| 1Y | +147.8% | -5.6% | +153.5% | +147.9% |
| 3Y | +222.9% | +68.5% | +154.4% | +150.1% |
| 5Y | +150.6% | +105.2% | +45.4% | +75.0% |
| All | +303.5% | +611.6% | -308.2% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling