+102.5%
EWY vs ECL
+37.9%
+64.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +10.4% | -0.5% | +10.9% | +10.6% |
| 30D | -12.7% | +6.6% | -19.3% | -14.6% |
| 3M | -17.3% | +9.6% | -27.0% | -20.1% |
| 6M | -18.6% | +21.6% | -40.1% | -25.0% |
| YTD | +49.5% | +16.9% | +32.6% | +40.4% |
| 1Y | +55.0% | +17.9% | +37.1% | +44.8% |
| 3Y | +159.0% | +76.5% | +82.5% | +102.1% |
| 5Y | +102.5% | +36.6% | +65.9% | +73.8% |
| All | +102.5% | +37.9% | +64.6% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling