+55.2%
EWY vs FE
+5.8%
+49.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.4% |
| 7D | +4.2% | +1.2% | +3.0% | +4.7% |
| 30D | -10.7% | +4.5% | -15.2% | -9.3% |
| 3M | -20.1% | +1.3% | -21.4% | -19.6% |
| 6M | -24.3% | +8.7% | -33.0% | -23.7% |
| YTD | +46.9% | +9.2% | +37.6% | +51.9% |
| 1Y | +55.2% | +7.0% | +48.2% | +59.9% |
| All | +55.2% | +5.8% | +49.4% | +59.9% |
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