+134.8%
EWY vs F
+40.1%
+94.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | -10.4% | +1.6% | -11.9% | -10.9% |
| 30D | -25.4% | +2.6% | -28.1% | -26.2% |
| 3M | -16.5% | -8.8% | -7.7% | -14.3% |
| 6M | -24.7% | +4.6% | -29.3% | -26.5% |
| YTD | +40.9% | -1.9% | +42.8% | +40.3% |
| 1Y | +49.8% | -0.8% | +50.6% | +48.6% |
| 3Y | +134.8% | +43.5% | +91.3% | +100.2% |
| All | +134.8% | +40.1% | +94.7% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling