+1,236.8%
EWY vs EL
+516.3%
+720.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.5% |
| 7D | +4.8% | +0.8% | +4.0% | +4.5% |
| 30D | +11.7% | +19.8% | -8.2% | +3.7% |
| 3M | -7.4% | +25.7% | -33.1% | -15.8% |
| 6M | +40.6% | +5.4% | +35.1% | +34.7% |
| YTD | +94.3% | +0.2% | +94.1% | +87.1% |
| 1Y | +164.3% | +20.4% | +143.8% | +134.8% |
| 3Y | +221.0% | -32.1% | +253.1% | +228.3% |
| 5Y | +139.1% | -67.2% | +206.3% | +223.9% |
| 10Y | +298.8% | +31.7% | +267.0% | +175.4% |
| All | +1,236.8% | +516.3% | +720.5% | +281.9% |
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