+62.4%
EWY vs F
+2.7%
+59.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -3.3% |
| 7D | -8.3% | +6.0% | -14.3% | -11.0% |
| 30D | -20.5% | +4.3% | -24.8% | -22.4% |
| 3M | -11.1% | -10.1% | -1.1% | -6.8% |
| 6M | -7.0% | +12.8% | -19.8% | -18.1% |
| YTD | +56.5% | -0.1% | +56.6% | +49.8% |
| 1Y | +62.4% | +3.7% | +58.7% | +53.8% |
| All | +62.4% | +2.7% | +59.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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