+62.4%
EWY vs ECL
+23.8%
+38.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.2% |
| 7D | -8.3% | +7.7% | -16.0% | -9.0% |
| 30D | -20.5% | +13.7% | -34.2% | -21.9% |
| 3M | -11.1% | +11.6% | -22.7% | -12.4% |
| 6M | -7.0% | +23.9% | -30.9% | -12.7% |
| YTD | +56.5% | +21.0% | +35.5% | +56.0% |
| 1Y | +62.4% | +23.1% | +39.3% | +61.4% |
| All | +62.4% | +23.8% | +38.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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