+1,236.8%
EWY vs FE
+507.3%
+729.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +4.8% | +1.9% | +2.9% | +4.0% |
| 30D | +11.7% | -1.2% | +12.8% | +12.2% |
| 3M | -7.4% | +3.5% | -10.9% | -9.2% |
| 6M | +40.6% | -6.1% | +46.6% | +42.9% |
| YTD | +94.3% | +7.6% | +86.7% | +86.9% |
| 1Y | +164.3% | +11.9% | +152.4% | +149.4% |
| 3Y | +221.0% | +48.4% | +172.5% | +164.5% |
| 5Y | +139.1% | +44.8% | +94.3% | +95.8% |
| 10Y | +298.8% | +115.9% | +182.9% | +152.9% |
| All | +1,236.8% | +507.3% | +729.5% | +757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling