+1,236.8%
EWY vs F
+27.2%
+1,209.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | +40.6% | +16.8% | +23.7% | +33.3% |
| YTD | +94.3% | +15.3% | +79.0% | +85.1% |
| 1Y | +164.3% | +31.0% | +133.3% | +140.6% |
| 3Y | +221.0% | +45.4% | +175.5% | +173.4% |
| 5Y | +139.1% | +54.7% | +84.5% | +90.2% |
| 10Y | +298.8% | +98.2% | +200.6% | +171.6% |
| All | +1,236.8% | +27.2% | +1,209.6% | +662.8% |
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