+226.4%
EWY vs ECL
+54.1%
+172.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +6.7% | -2.7% | +9.4% | +7.4% |
| 30D | +17.0% | -4.3% | +21.2% | +18.2% |
| 3M | +3.7% | +3.2% | +0.4% | +2.0% |
| 6M | +42.5% | -2.9% | +45.4% | +42.7% |
| YTD | +96.2% | +4.3% | +92.0% | +93.2% |
| 1Y | +160.4% | +1.6% | +158.7% | +157.5% |
| All | +226.4% | +54.1% | +172.4% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling