+910.6%
EWY vs ECL
+1,985.5%
-1,074.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.7% |
| 7D | +4.2% | +2.9% | +1.4% | +2.5% |
| 30D | -10.7% | +7.5% | -18.2% | -14.5% |
| 3M | -20.1% | +12.2% | -32.3% | -25.7% |
| 6M | -24.3% | +24.6% | -48.9% | -34.6% |
| YTD | +46.9% | +18.8% | +28.1% | +30.6% |
| 1Y | +55.2% | +19.3% | +35.9% | +37.3% |
| 3Y | +157.0% | +78.2% | +78.8% | +73.5% |
| 5Y | +98.9% | +38.8% | +60.1% | +51.7% |
| 10Y | +226.3% | +197.8% | +28.5% | +38.0% |
| All | +910.6% | +1,985.5% | -1,074.9% | +32.1% |
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