+115.5%
EWY vs FGI
-74.8%
+190.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -25.2% | +23.4% | -1.3% |
| 7D | +4.2% | -14.4% | +18.6% | +4.5% |
| 30D | -10.7% | -11.8% | +1.1% | -10.5% |
| 3M | -20.1% | -46.2% | +26.2% | -19.3% |
| 6M | -24.3% | +5.2% | -29.5% | -25.6% |
| YTD | +46.9% | +10.5% | +36.3% | +42.1% |
| 1Y | +55.2% | +25.5% | +29.7% | +49.0% |
| 3Y | +157.0% | -16.0% | +173.0% | +142.5% |
| All | +115.5% | -74.8% | +190.3% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling