+1,236.8%
EWY vs ECL
+1,778.3%
-541.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +4.8% | -2.6% | +7.4% | +6.5% |
| 30D | +11.7% | -2.2% | +13.8% | +12.8% |
| 3M | -7.4% | +10.1% | -17.5% | -13.5% |
| 6M | +40.6% | -5.7% | +46.3% | +44.0% |
| YTD | +94.3% | +7.0% | +87.3% | +84.3% |
| 1Y | +164.3% | +2.7% | +161.6% | +155.2% |
| 3Y | +221.0% | +57.7% | +163.3% | +133.1% |
| 5Y | +139.1% | +31.1% | +108.0% | +88.1% |
| 10Y | +298.8% | +150.9% | +147.9% | +88.6% |
| All | +1,236.8% | +1,778.3% | -541.5% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling