+230.2%
EWY vs EXC
+21.1%
+209.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.6% |
| 7D | +8.0% | +1.2% | +6.8% | +8.2% |
| 30D | +14.3% | -2.7% | +17.1% | +14.0% |
| 3M | +2.3% | -1.0% | +3.3% | +2.0% |
| 6M | +49.9% | -9.3% | +59.1% | +50.3% |
| YTD | +95.3% | +3.6% | +91.7% | +94.1% |
| 1Y | +161.7% | +5.9% | +155.8% | +159.4% |
| 3Y | +230.2% | +21.3% | +208.9% | +221.0% |
| All | +230.2% | +21.1% | +209.1% | +221.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling