+147.8%
EWY vs EXEL
+48.5%
+99.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.8% |
| 7D | -0.1% | -4.9% | +4.8% | +1.1% |
| 30D | +7.3% | +11.4% | -4.1% | +4.4% |
| 3M | -5.1% | +4.9% | -10.0% | -6.3% |
| 6M | +42.1% | +34.4% | +7.6% | +34.0% |
| YTD | +94.1% | +28.0% | +66.1% | +83.4% |
| 1Y | +147.8% | +43.6% | +104.2% | +135.8% |
| All | +147.8% | +48.5% | +99.3% | +135.8% |
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