+153.3%
EWY vs EL
-68.4%
+221.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.1% |
| 7D | +6.7% | -2.4% | +9.0% | +7.2% |
| 30D | +17.0% | +13.7% | +3.3% | +13.2% |
| 3M | +3.7% | +14.5% | -10.8% | 0.0% |
| 6M | +42.5% | +7.4% | +35.1% | +38.3% |
| YTD | +96.2% | -4.7% | +100.9% | +94.2% |
| 1Y | +160.4% | +12.9% | +147.4% | +146.1% |
| 3Y | +231.7% | -32.2% | +263.9% | +243.0% |
| 5Y | +153.3% | -68.4% | +221.7% | +238.6% |
| All | +153.3% | -68.4% | +221.6% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling