+157.0%
EWY vs ECL
+79.8%
+77.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | +4.2% | +2.9% | +1.4% | +3.5% |
| 30D | -10.7% | +7.5% | -18.2% | -12.1% |
| 3M | -20.1% | +12.2% | -32.3% | -22.3% |
| 6M | -24.3% | +24.6% | -48.9% | -29.4% |
| YTD | +46.9% | +18.8% | +28.1% | +40.2% |
| 1Y | +55.2% | +19.3% | +35.9% | +47.8% |
| 3Y | +157.0% | +78.2% | +78.8% | +111.2% |
| All | +157.0% | +79.8% | +77.1% | +111.2% |
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