+219.4%
EWY vs FICO
+544.0%
-324.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -19.8% | +8.4% | -28.2% | -21.7% |
| 3M | -14.4% | -30.5% | +16.1% | -10.1% |
| 6M | -25.3% | -35.7% | +10.4% | -22.1% |
| YTD | +46.2% | -57.2% | +103.4% | +67.6% |
| 1Y | +58.3% | -58.4% | +116.7% | +82.8% |
| 3Y | +155.0% | -24.8% | +179.8% | +127.9% |
| 5Y | +99.5% | +79.3% | +20.2% | +24.9% |
| 10Y | +219.4% | +531.6% | -312.2% | +18.3% |
| All | +219.4% | +544.0% | -324.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling