+229.5%
EWY vs EXEL
+320.7%
-91.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | -10.7% | +13.1% | -23.8% | -12.1% |
| 3M | -20.1% | +36.3% | -56.4% | -23.4% |
| 6M | -24.3% | +34.5% | -58.8% | -27.4% |
| YTD | +46.9% | +57.4% | -10.6% | +37.8% |
| 1Y | +55.2% | +62.9% | -7.7% | +44.9% |
| 3Y | +157.0% | +229.5% | -72.6% | +114.1% |
| 5Y | +98.9% | +281.2% | -182.4% | +60.2% |
| All | +229.5% | +320.7% | -91.2% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling