+164.3%
EWY vs EXEL
+59.2%
+105.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +4.8% | +8.4% | -3.6% | +2.8% |
| 30D | +11.7% | +4.1% | +7.6% | +10.6% |
| 3M | -7.4% | +12.4% | -19.8% | -10.0% |
| 6M | +40.6% | +41.5% | -1.0% | +31.1% |
| YTD | +94.3% | +34.6% | +59.6% | +81.5% |
| 1Y | +164.3% | +57.9% | +106.4% | +148.5% |
| All | +164.3% | +59.2% | +105.1% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling