+159.2%
EWY vs FE
+12.0%
+147.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.3% |
| 7D | +8.0% | +0.6% | +7.4% | +8.2% |
| 30D | +14.3% | -2.1% | +16.5% | +13.6% |
| 3M | +2.3% | +2.6% | -0.3% | +3.2% |
| 6M | +49.9% | -6.8% | +56.6% | +55.2% |
| YTD | +95.3% | +6.9% | +88.5% | +105.5% |
| All | +159.2% | +12.0% | +147.2% | +186.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling