+39.3%
EWY vs EXE
-20.2%
+59.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.3% | -11.2% | -13.7% |
| 7D | -18.6% | -5.6% | -13.0% | -19.3% |
| 30D | -29.4% | -3.3% | -26.1% | -29.7% |
| 3M | -22.2% | -5.5% | -16.7% | -22.9% |
| 6M | -24.1% | -13.4% | -10.7% | -24.5% |
| YTD | +35.4% | -21.3% | +56.7% | +36.4% |
| 1Y | +39.3% | -20.7% | +60.0% | +38.7% |
| All | +39.3% | -20.2% | +59.6% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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