+62.4%
EWY vs NOC
-7.1%
+69.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -3.3% |
| 7D | -8.3% | -5.0% | -3.4% | -9.7% |
| 30D | -20.5% | +10.3% | -30.9% | -17.9% |
| 3M | -11.1% | -4.3% | -6.8% | -11.4% |
| 6M | -7.0% | -6.5% | -0.5% | -6.0% |
| YTD | +56.5% | -6.7% | +63.2% | +56.0% |
| 1Y | +62.4% | -7.5% | +69.9% | +61.7% |
| All | +62.4% | -7.1% | +69.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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