+226.4%
EWY vs EL
-32.9%
+259.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.0% |
| 7D | +6.7% | -2.4% | +9.0% | +7.1% |
| 30D | +17.0% | +13.7% | +3.3% | +14.1% |
| 3M | +3.7% | +14.5% | -10.8% | +1.0% |
| 6M | +42.5% | +7.4% | +35.1% | +39.2% |
| YTD | +96.2% | -4.7% | +100.9% | +94.4% |
| 1Y | +160.4% | +12.9% | +147.4% | +149.8% |
| All | +226.4% | -32.9% | +259.3% | +233.8% |
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 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