+125.6%
EWY vs EXE
+191.4%
-65.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.8% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +11.7% | +8.5% | +3.2% | +10.1% |
| 3M | -7.4% | +5.5% | -12.9% | -8.4% |
| 6M | +40.6% | -5.9% | +46.5% | +41.5% |
| YTD | +94.3% | -9.7% | +104.0% | +96.6% |
| 1Y | +164.3% | +3.6% | +160.7% | +160.1% |
| 3Y | +221.0% | +18.0% | +202.9% | +205.1% |
| 5Y | +139.1% | +109.4% | +29.7% | +105.9% |
| All | +125.6% | +191.4% | -65.8% | +80.8% |
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