+62.4%
EWY vs EL
+25.6%
+36.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.3% | -8.2% | -2.9% |
| 7D | -8.3% | +2.5% | -10.8% | -8.7% |
| 30D | -20.5% | +20.1% | -40.6% | -23.2% |
| 3M | -11.1% | +29.3% | -40.4% | -15.4% |
| 6M | -7.0% | +38.8% | -45.8% | -13.1% |
| YTD | +56.5% | +8.1% | +48.4% | +47.0% |
| 1Y | +62.4% | +22.3% | +40.1% | +44.8% |
| All | +62.4% | +25.6% | +36.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling