+106.8%
EWY vs FGI
-70.6%
+177.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.1% |
| 7D | -10.4% | -7.0% | -3.4% | -10.3% |
| 30D | -25.4% | -4.2% | -21.2% | -25.4% |
| 3M | -16.5% | +55.6% | -72.1% | -18.3% |
| 6M | -24.7% | -3.2% | -21.6% | -25.9% |
| YTD | +40.9% | +29.1% | +11.8% | +36.0% |
| 1Y | +49.8% | +51.0% | -1.2% | +43.4% |
| 3Y | +134.8% | +1.5% | +133.3% | +120.6% |
| All | +106.8% | -70.6% | +177.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling