+303.5%
EWY vs NOC
+192.5%
+111.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | +7.3% | -9.7% | +17.0% | +8.8% |
| 3M | -5.1% | -5.6% | +0.5% | -4.7% |
| 6M | +42.1% | -28.6% | +70.6% | +50.2% |
| YTD | +94.1% | -7.9% | +102.0% | +94.9% |
| 1Y | +147.8% | -9.5% | +157.4% | +149.2% |
| 3Y | +222.9% | +28.4% | +194.5% | +194.8% |
| 5Y | +150.6% | +59.0% | +91.7% | +105.8% |
| All | +303.5% | +192.5% | +111.0% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling