+910.6%
EWY vs FDX
+1,162.9%
-252.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | +4.2% | +5.2% | -1.0% | +1.8% |
| 30D | -10.7% | +11.3% | -21.9% | -15.0% |
| 3M | -20.1% | -4.1% | -16.0% | -18.8% |
| 6M | -24.3% | +9.6% | -34.0% | -27.7% |
| YTD | +46.9% | +40.9% | +6.0% | +24.8% |
| 1Y | +55.2% | +53.0% | +2.2% | +26.8% |
| 3Y | +157.0% | +74.1% | +82.9% | +87.7% |
| 5Y | +98.9% | +75.1% | +23.8% | +37.7% |
| 10Y | +226.3% | +156.9% | +69.3% | +65.0% |
| All | +910.6% | +1,162.9% | -252.3% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling