+229.5%
EWY vs FDS
+127.7%
+101.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +4.2% | +1.5% | +2.7% | +4.0% |
| 30D | -10.7% | +14.8% | -25.5% | -13.3% |
| 3M | -20.1% | +16.3% | -36.3% | -23.0% |
| 6M | -24.3% | +66.2% | -90.5% | -35.3% |
| YTD | +46.9% | +16.2% | +30.6% | +38.8% |
| 1Y | +55.2% | +21.8% | +33.3% | +43.6% |
| 3Y | +157.0% | -23.9% | +180.8% | +178.6% |
| 5Y | +98.9% | -23.1% | +122.0% | +111.0% |
| All | +229.5% | +127.7% | +101.9% | +124.3% |
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