+62.4%
EWY vs FGI
+38.7%
+23.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.8% |
| 7D | -8.3% | +3.3% | -11.7% | -8.3% |
| 30D | -20.5% | -2.0% | -18.5% | -20.5% |
| 3M | -11.1% | +60.3% | -71.4% | -12.4% |
| 6M | -7.0% | +0.7% | -7.8% | -8.4% |
| YTD | +56.5% | +30.2% | +26.3% | +51.8% |
| 1Y | +62.4% | +44.4% | +18.1% | +58.4% |
| All | +62.4% | +38.7% | +23.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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