+229.5%
EWY vs EXC
+205.3%
+24.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.2% |
| 7D | +4.2% | +1.4% | +2.8% | +3.8% |
| 30D | -10.7% | +8.6% | -19.2% | -13.3% |
| 3M | -20.1% | +2.4% | -22.5% | -21.0% |
| 6M | -24.3% | +6.5% | -30.8% | -26.8% |
| YTD | +46.9% | +9.0% | +37.8% | +40.1% |
| 1Y | +55.2% | +4.6% | +50.6% | +50.2% |
| 3Y | +157.0% | +33.5% | +123.5% | +120.9% |
| 5Y | +98.9% | +41.4% | +57.5% | +63.3% |
| All | +229.5% | +205.3% | +24.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling