-24.3%
EWY vs EXE
-6.5%
-17.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.5% |
| 7D | +4.2% | +5.3% | -1.1% | +6.5% |
| 30D | -10.7% | -2.2% | -8.5% | -12.1% |
| 3M | -20.1% | -5.9% | -14.2% | -22.7% |
| 6M | -24.3% | -5.7% | -18.6% | -30.0% |
| All | -24.3% | -6.5% | -17.8% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling