+929.0%
EWY vs EL
+555.8%
+373.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +10.4% | +2.7% | +7.8% | +9.4% |
| 30D | -12.7% | +10.8% | -23.5% | -16.2% |
| 3M | -17.3% | +26.5% | -43.8% | -25.1% |
| 6M | -18.6% | +31.1% | -49.7% | -28.1% |
| YTD | +49.5% | +6.6% | +42.9% | +40.1% |
| 1Y | +55.0% | +21.8% | +33.2% | +37.4% |
| 3Y | +159.0% | +1.8% | +157.2% | +125.6% |
| 5Y | +102.5% | -65.6% | +168.1% | +169.3% |
| 10Y | +232.2% | +60.3% | +171.9% | +110.2% |
| All | +929.0% | +555.8% | +373.2% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling