+70.5%
EWY vs EXE
+165.2%
-94.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +4.2% | +5.3% | -1.1% | +3.4% |
| 30D | -10.7% | -2.2% | -8.5% | -10.4% |
| 3M | -20.1% | -5.9% | -14.2% | -19.5% |
| 6M | -24.3% | -5.7% | -18.6% | -24.0% |
| YTD | +46.9% | -17.8% | +64.7% | +50.5% |
| 1Y | +55.2% | -23.1% | +78.3% | +60.9% |
| 3Y | +157.0% | +21.2% | +135.8% | +142.6% |
| 5Y | +98.9% | +78.8% | +20.1% | +75.9% |
| All | +70.5% | +165.2% | -94.6% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling