+125.4%
EWY vs EXE
+182.2%
-56.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +3.6% |
| 7D | -0.1% | -3.1% | +3.1% | +0.4% |
| 30D | +7.3% | -0.9% | +8.2% | +7.4% |
| 3M | -5.1% | +9.6% | -14.7% | -6.8% |
| 6M | +42.1% | -11.6% | +53.7% | +44.5% |
| YTD | +94.1% | -12.6% | +106.7% | +97.3% |
| 1Y | +147.8% | +1.2% | +146.7% | +144.6% |
| 3Y | +222.9% | +18.0% | +204.9% | +206.7% |
| 5Y | +150.6% | +101.1% | +49.5% | +117.1% |
| All | +125.4% | +182.2% | -56.8% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling