+226.4%
EWY vs EXEL
+164.8%
+61.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.3% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +17.0% | +10.1% | +6.8% | +15.6% |
| 3M | +3.7% | +10.1% | -6.4% | +2.5% |
| 6M | +42.5% | +37.7% | +4.8% | +38.1% |
| YTD | +96.2% | +33.1% | +63.2% | +90.4% |
| 1Y | +160.4% | +52.4% | +108.0% | +150.8% |
| All | +226.4% | +164.8% | +61.7% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling