+308.8%
EWY vs FE
+110.4%
+198.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +6.7% | -0.2% | +6.8% | +6.7% |
| 30D | +17.0% | -1.2% | +18.1% | +17.3% |
| 3M | +3.7% | +1.7% | +2.0% | +2.9% |
| 6M | +42.5% | -7.5% | +50.0% | +44.9% |
| YTD | +96.2% | +6.3% | +89.9% | +91.7% |
| 1Y | +160.4% | +10.9% | +149.5% | +150.8% |
| 3Y | +231.7% | +46.9% | +184.7% | +189.7% |
| 5Y | +153.3% | +47.6% | +105.7% | +118.5% |
| 10Y | +308.8% | +114.5% | +194.4% | +232.1% |
| All | +308.8% | +110.4% | +198.5% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling