+134.8%
EWY vs FE
+44.1%
+90.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.1% |
| 7D | -10.4% | 0.0% | -10.4% | -10.4% |
| 30D | -25.4% | +5.2% | -30.6% | -25.5% |
| 3M | -16.5% | 0.0% | -16.5% | -16.5% |
| 6M | -24.7% | +5.0% | -29.8% | -25.2% |
| YTD | +40.9% | +7.9% | +33.0% | +40.0% |
| 1Y | +49.8% | +6.3% | +43.5% | +49.1% |
| 3Y | +134.8% | +46.0% | +88.8% | +110.6% |
| All | +134.8% | +44.1% | +90.7% | +110.6% |
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