+1,236.8%
EWY vs EXEL
+168.2%
+1,068.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +4.8% | +8.4% | -3.6% | +3.6% |
| 30D | +11.7% | +4.1% | +7.6% | +10.9% |
| 3M | -7.4% | +12.4% | -19.8% | -9.1% |
| 6M | +40.6% | +41.5% | -1.0% | +33.5% |
| YTD | +94.3% | +34.6% | +59.6% | +85.7% |
| 1Y | +164.3% | +57.9% | +106.4% | +145.9% |
| 3Y | +221.0% | +159.5% | +61.5% | +172.3% |
| 5Y | +139.1% | +198.5% | -59.4% | +96.3% |
| 10Y | +298.8% | +411.4% | -112.6% | +177.5% |
| All | +1,236.8% | +168.2% | +1,068.6% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling