+1,236.8%
EWY vs FDS
+1,941.2%
-704.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +5.8% |
| 7D | +4.8% | -1.9% | +6.7% | +5.4% |
| 30D | +11.7% | +9.0% | +2.6% | +7.9% |
| 3M | -7.4% | +18.9% | -26.3% | -15.8% |
| 6M | +40.6% | +35.1% | +5.4% | +19.9% |
| YTD | +94.3% | +5.5% | +88.8% | +79.9% |
| 1Y | +164.3% | -16.8% | +181.1% | +165.1% |
| 3Y | +221.0% | -28.1% | +249.0% | +236.5% |
| 5Y | +139.1% | -17.4% | +156.5% | +132.6% |
| 10Y | +298.8% | +85.4% | +213.4% | +168.0% |
| All | +1,236.8% | +1,941.2% | -704.3% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling