+164.3%
EWY vs FICO
-39.1%
+203.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.7% | +21.3% | +2.7% |
| 7D | +4.8% | -19.2% | +24.0% | +2.6% |
| 30D | +11.7% | -14.6% | +26.3% | +10.0% |
| 3M | -7.4% | -20.1% | +12.7% | -10.5% |
| 6M | +40.6% | -36.3% | +76.9% | +36.8% |
| YTD | +94.3% | -44.9% | +139.1% | +90.5% |
| 1Y | +164.3% | -38.6% | +202.9% | +154.7% |
| All | +164.3% | -39.1% | +203.4% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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