+308.8%
EWY vs F
+80.8%
+228.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.7% |
| 7D | +6.7% | -4.9% | +11.5% | +8.3% |
| 30D | +17.0% | -2.9% | +19.8% | +17.8% |
| 3M | +3.7% | -9.1% | +12.7% | +6.5% |
| 6M | +42.5% | +12.9% | +29.6% | +36.4% |
| YTD | +96.2% | +6.1% | +90.2% | +91.8% |
| 1Y | +160.4% | +22.5% | +137.8% | +142.5% |
| 3Y | +231.7% | +32.1% | +199.6% | +192.1% |
| 5Y | +153.3% | +43.7% | +109.5% | +105.0% |
| 10Y | +308.8% | +84.1% | +224.7% | +158.5% |
| All | +308.8% | +80.8% | +228.1% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling