+290.8%
EWY vs EXC
+159.4%
+131.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +1.2% | -1.6% | +2.9% | +1.8% |
| 30D | +9.3% | -2.4% | +11.7% | +10.1% |
| 3M | +2.4% | -4.0% | +6.4% | +3.2% |
| 6M | +40.3% | -9.8% | +50.1% | +43.8% |
| YTD | +88.0% | +2.3% | +85.7% | +83.6% |
| 1Y | +143.8% | +3.8% | +140.0% | +136.0% |
| 3Y | +217.8% | +19.7% | +198.0% | +184.8% |
| 5Y | +142.7% | +45.6% | +97.1% | +94.9% |
| All | +290.8% | +159.4% | +131.4% | +139.3% |
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