+228.6%
EWY vs F
+47.7%
+180.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.1% |
| 7D | +4.8% | +5.3% | -0.5% | +3.1% |
| 30D | +11.7% | +4.6% | +7.1% | +10.0% |
| 3M | -7.4% | -3.7% | -3.7% | -6.5% |
| 6M | +40.6% | +16.8% | +23.7% | +32.7% |
| YTD | +94.3% | +15.3% | +79.0% | +84.4% |
| 1Y | +164.3% | +31.0% | +133.3% | +142.4% |
| All | +228.6% | +47.7% | +180.9% | +180.3% |
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