+164.3%
EWY vs FDX
+80.8%
+83.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | +4.8% | -2.5% | +7.3% | +6.2% |
| 30D | +11.7% | +3.8% | +7.9% | +9.0% |
| 3M | -7.4% | -1.3% | -6.1% | -7.0% |
| 6M | +40.6% | +5.0% | +35.5% | +34.3% |
| YTD | +94.3% | +39.6% | +54.6% | +72.8% |
| 1Y | +164.3% | +81.1% | +83.2% | +122.7% |
| All | +164.3% | +80.8% | +83.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling