+1,236.8%
EWY vs EXC
+610.8%
+626.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +11.7% | -3.7% | +15.4% | +13.5% |
| 3M | -7.4% | -1.3% | -6.1% | -7.8% |
| 6M | +40.6% | -9.7% | +50.3% | +44.8% |
| YTD | +94.3% | +2.9% | +91.4% | +88.4% |
| 1Y | +164.3% | +4.4% | +159.9% | +153.8% |
| 3Y | +221.0% | +22.2% | +198.8% | +179.7% |
| 5Y | +139.1% | +46.7% | +92.4% | +87.0% |
| 10Y | +298.8% | +155.3% | +143.5% | +127.4% |
| All | +1,236.8% | +610.8% | +626.1% | +669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling