+929.0%
EWY vs FDS
+2,142.3%
-1,213.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +10.4% | -2.6% | +13.0% | +11.4% |
| 30D | -12.7% | +14.1% | -26.8% | -17.1% |
| 3M | -17.3% | +19.8% | -37.1% | -23.6% |
| 6M | -18.6% | +55.0% | -73.5% | -34.1% |
| YTD | +49.5% | +15.9% | +33.6% | +32.3% |
| 1Y | +55.0% | +24.2% | +30.8% | +32.9% |
| 3Y | +159.0% | -24.0% | +183.0% | +163.7% |
| 5Y | +102.5% | -23.3% | +125.8% | +101.9% |
| 10Y | +232.2% | +128.0% | +104.2% | +104.4% |
| All | +929.0% | +2,142.3% | -1,213.2% | +165.0% |
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