+237.8%
EWY vs FICO
+544.1%
-306.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -2.8% | +4.0% | -6.8% | -3.6% |
| 30D | -13.1% | -1.5% | -11.6% | -13.3% |
| 3M | -11.6% | -29.8% | +18.2% | -7.4% |
| 6M | -23.4% | -33.3% | +9.9% | -20.8% |
| YTD | +52.0% | -56.9% | +108.9% | +74.1% |
| 1Y | +58.6% | -59.5% | +118.1% | +84.7% |
| 3Y | +163.3% | -26.9% | +190.2% | +137.9% |
| 5Y | +108.7% | +92.9% | +15.8% | +27.2% |
| 10Y | +237.8% | +539.5% | -301.7% | +25.2% |
| All | +237.8% | +544.1% | -306.3% | +25.2% |
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