+147.8%
EWY vs EXC
+3.5%
+144.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.0% |
| 7D | -0.1% | -1.1% | +1.0% | -0.7% |
| 30D | +7.3% | -3.6% | +11.0% | +5.3% |
| 3M | -5.1% | -4.3% | -0.9% | -7.2% |
| 6M | +42.1% | -9.9% | +52.0% | +40.4% |
| YTD | +94.1% | +1.8% | +92.4% | +93.7% |
| 1Y | +147.8% | +2.9% | +145.0% | +158.6% |
| All | +147.8% | +3.5% | +144.4% | +158.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling