+905.8%
EWY vs F
+9.0%
+896.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -6.3% | -0.6% | -5.6% | -6.1% |
| 30D | -19.8% | +2.9% | -22.7% | -20.7% |
| 3M | -14.4% | -9.5% | -5.0% | -12.1% |
| 6M | -25.3% | +4.0% | -29.3% | -26.9% |
| YTD | +46.2% | -1.3% | +47.4% | +45.9% |
| 1Y | +58.3% | -1.9% | +60.2% | +58.1% |
| 3Y | +155.0% | +53.5% | +101.5% | +113.8% |
| 5Y | +99.5% | -15.1% | +114.6% | +92.9% |
| 10Y | +219.4% | +81.0% | +138.4% | +123.2% |
| All | +905.8% | +9.0% | +896.8% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling