+146.8%
EWY vs F
+53.7%
+93.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.2% |
| 7D | +4.8% | +5.3% | -0.5% | +3.2% |
| 30D | +11.7% | +4.6% | +7.1% | +10.1% |
| 3M | -7.4% | -3.7% | -3.7% | -6.5% |
| 6M | +40.6% | +16.8% | +23.7% | +33.5% |
| YTD | +94.3% | +15.3% | +79.0% | +85.5% |
| 1Y | +164.3% | +31.0% | +133.3% | +142.9% |
| 3Y | +221.0% | +45.4% | +175.5% | +178.1% |
| All | +146.8% | +53.7% | +93.1% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling