+76.5%
EWY vs EXE
+163.8%
-87.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.1% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -13.1% | -0.2% | -12.9% | -13.1% |
| 3M | -11.6% | -9.2% | -2.4% | -10.5% |
| 6M | -23.4% | -7.2% | -16.1% | -22.9% |
| YTD | +52.0% | -18.3% | +70.3% | +56.0% |
| 1Y | +58.6% | -23.6% | +82.2% | +64.6% |
| 3Y | +163.3% | +21.9% | +141.4% | +148.3% |
| 5Y | +108.7% | +73.7% | +35.0% | +85.4% |
| All | +76.5% | +163.8% | -87.2% | +43.5% |
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