+228.6%
EWY vs FE
+50.0%
+178.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.6% |
| 7D | +4.8% | +1.9% | +2.9% | +4.7% |
| 30D | +11.7% | -1.2% | +12.8% | +11.7% |
| 3M | -7.4% | +3.5% | -10.9% | -7.9% |
| 6M | +40.6% | -6.1% | +46.6% | +42.4% |
| YTD | +94.3% | +7.6% | +86.7% | +92.6% |
| 1Y | +164.3% | +11.9% | +152.4% | +159.7% |
| All | +228.6% | +50.0% | +178.6% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling