+185.1%
EWY vs FGI
-70.4%
+255.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +4.5% |
| 7D | +4.8% | +0.5% | +4.3% | +4.8% |
| 30D | +11.7% | +65.4% | -53.7% | +9.2% |
| 3M | -7.4% | +23.5% | -30.9% | -9.0% |
| 6M | +40.6% | +60.5% | -20.0% | +35.1% |
| YTD | +94.3% | +30.0% | +64.3% | +87.7% |
| 1Y | +164.3% | +82.1% | +82.2% | +147.9% |
| 3Y | +221.0% | -4.4% | +225.4% | +202.9% |
| All | +185.1% | -70.4% | +255.4% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling