+157.0%
EWY vs EXC
+31.9%
+125.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.5% |
| 7D | +4.2% | +1.4% | +2.8% | +4.5% |
| 30D | -10.7% | +8.6% | -19.2% | -9.4% |
| 3M | -20.1% | +2.4% | -22.5% | -19.5% |
| 6M | -24.3% | +6.5% | -30.8% | -23.8% |
| YTD | +46.9% | +9.0% | +37.8% | +47.7% |
| 1Y | +55.2% | +4.6% | +50.6% | +56.3% |
| 3Y | +157.0% | +33.5% | +123.5% | +148.5% |
| All | +157.0% | +31.9% | +125.1% | +148.5% |
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