+230.2%
EWY vs FDS
-30.4%
+260.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.8% | +0.1% |
| 7D | +8.0% | -5.4% | +13.4% | +7.4% |
| 30D | +14.3% | +1.6% | +12.8% | +14.7% |
| 3M | +2.3% | +17.7% | -15.4% | +4.5% |
| 6M | +49.9% | +29.1% | +20.8% | +52.0% |
| YTD | +95.3% | +1.0% | +94.4% | +104.8% |
| 1Y | +161.7% | -21.6% | +183.4% | +192.6% |
| 3Y | +230.2% | -30.1% | +260.3% | +265.9% |
| All | +230.2% | -30.4% | +260.6% | +265.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling