+235.5%
EWY vs F
+64.3%
+171.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -0.8% |
| 7D | +10.4% | -3.9% | +14.3% | +11.8% |
| 30D | -12.7% | -0.5% | -12.3% | -12.7% |
| 3M | -17.3% | -12.9% | -4.4% | -14.0% |
| 6M | -18.6% | +1.5% | -20.1% | -19.6% |
| YTD | +49.5% | -5.0% | +54.6% | +50.9% |
| 1Y | +55.0% | -7.3% | +62.3% | +57.4% |
| 3Y | +159.0% | +45.3% | +113.7% | +122.0% |
| 5Y | +102.5% | -15.8% | +118.3% | +95.8% |
| All | +235.5% | +64.3% | +171.2% | +116.6% |
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