+303.5%
EWY vs FDS
+64.8%
+238.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.5% |
| 7D | -0.1% | -14.0% | +13.9% | +3.0% |
| 30D | +7.3% | -6.2% | +13.5% | +8.4% |
| 3M | -5.1% | +10.2% | -15.3% | -9.3% |
| 6M | +42.1% | +27.4% | +14.6% | +27.9% |
| YTD | +94.1% | -9.3% | +103.4% | +93.7% |
| 1Y | +147.8% | -28.6% | +176.5% | +167.8% |
| 3Y | +222.9% | -36.8% | +259.7% | +260.2% |
| 5Y | +150.6% | -28.6% | +179.2% | +160.4% |
| All | +303.5% | +64.8% | +238.7% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling