+212.8%
EWY vs COST
+69.9%
+142.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.3% |
| 30D | +9.3% | -4.4% | +13.7% | +9.3% |
| 3M | +2.4% | -8.1% | +10.5% | +2.8% |
| 6M | +40.3% | -9.2% | +49.5% | +40.4% |
| YTD | +88.0% | +5.1% | +82.9% | +81.4% |
| 1Y | +143.8% | -5.1% | +148.9% | +141.2% |
| All | +212.8% | +69.9% | +142.9% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling