+910.6%
EWY vs EL
+563.1%
+347.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +4.2% | +1.5% | +2.7% | +3.6% |
| 30D | -10.7% | +10.0% | -20.7% | -14.0% |
| 3M | -20.1% | +28.4% | -48.5% | -28.0% |
| 6M | -24.3% | +37.1% | -61.4% | -34.2% |
| YTD | +46.9% | +7.8% | +39.0% | +37.0% |
| 1Y | +55.2% | +26.0% | +29.1% | +35.7% |
| 3Y | +157.0% | +3.8% | +153.1% | +122.0% |
| 5Y | +98.9% | -65.2% | +164.1% | +163.3% |
| 10Y | +226.3% | +62.1% | +164.2% | +105.6% |
| All | +910.6% | +563.1% | +347.5% | +179.6% |
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 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