+161.6%
EWY vs EL
+1.8%
+159.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +10.4% | +2.7% | +7.8% | +9.9% |
| 30D | -12.7% | +10.8% | -23.5% | -14.4% |
| 3M | -17.3% | +26.5% | -43.8% | -21.1% |
| 6M | -18.6% | +31.1% | -49.7% | -23.1% |
| YTD | +49.5% | +6.6% | +42.9% | +44.9% |
| 1Y | +55.0% | +21.8% | +33.2% | +46.3% |
| All | +161.6% | +1.8% | +159.8% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling