+230.2%
EWY vs FDX
+62.0%
+168.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | +8.0% | -3.3% | +11.3% | +9.1% |
| 30D | +14.3% | -1.4% | +15.7% | +14.7% |
| 3M | +2.3% | -4.5% | +6.8% | +3.7% |
| 6M | +49.9% | +9.4% | +40.4% | +45.9% |
| YTD | +95.3% | +36.0% | +59.3% | +80.9% |
| 1Y | +161.7% | +75.5% | +86.2% | +128.3% |
| 3Y | +230.2% | +62.8% | +167.4% | +175.3% |
| All | +230.2% | +62.0% | +168.1% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling