+1,244.2%
EWY vs NOC
+2,511.3%
-1,267.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +8.0% | -2.7% | +10.7% | +9.0% |
| 30D | +14.3% | -8.9% | +23.2% | +17.7% |
| 3M | +2.3% | -3.7% | +6.0% | +2.5% |
| 6M | +49.9% | -30.8% | +80.7% | +68.5% |
| YTD | +95.3% | -7.9% | +103.3% | +96.9% |
| 1Y | +161.7% | -9.4% | +171.2% | +164.3% |
| 3Y | +230.2% | +29.0% | +201.2% | +180.8% |
| 5Y | +148.1% | +56.1% | +92.1% | +85.5% |
| 10Y | +293.2% | +186.3% | +106.9% | +109.2% |
| All | +1,244.2% | +2,511.3% | -1,267.1% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling