+147.8%
EWY vs EL
+12.6%
+135.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.1% |
| 7D | -0.1% | -6.5% | +6.4% | +1.2% |
| 30D | +7.3% | +11.1% | -3.8% | +5.1% |
| 3M | -5.1% | +10.7% | -15.9% | -6.9% |
| 6M | +42.1% | +6.9% | +35.2% | +38.3% |
| YTD | +94.1% | -6.3% | +100.4% | +89.8% |
| 1Y | +147.8% | +13.5% | +134.4% | +133.3% |
| All | +147.8% | +12.6% | +135.2% | +133.3% |
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