+153.3%
EWY vs EXEL
+194.6%
-41.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.2% |
| 3M | +3.7% | +10.1% | -6.4% | +2.1% |
| 6M | +42.5% | +37.7% | +4.8% | +36.3% |
| YTD | +96.2% | +33.1% | +63.2% | +88.3% |
| 1Y | +160.4% | +52.4% | +108.0% | +145.4% |
| 3Y | +231.7% | +163.8% | +67.9% | +184.5% |
| 5Y | +153.3% | +198.5% | -45.3% | +102.6% |
| All | +153.3% | +194.6% | -41.3% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling