+946.2%
EWY vs FDX
+1,157.0%
-210.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.7% |
| 7D | -2.8% | -2.1% | -0.8% | -1.7% |
| 30D | -13.1% | +10.4% | -23.5% | -17.0% |
| 3M | -11.6% | +0.5% | -12.1% | -12.2% |
| 6M | -23.4% | +6.5% | -29.8% | -25.8% |
| YTD | +52.0% | +40.2% | +11.8% | +29.4% |
| 1Y | +58.6% | +52.1% | +6.5% | +30.0% |
| 3Y | +163.3% | +72.8% | +90.5% | +93.1% |
| 5Y | +108.7% | +76.3% | +32.4% | +44.0% |
| 10Y | +237.8% | +155.7% | +82.0% | +71.2% |
| All | +946.2% | +1,157.0% | -210.8% | +124.5% |
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