+286.5%
EWY vs FICO
+606.0%
-319.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.7% | +21.3% | +8.4% |
| 7D | +4.8% | -19.2% | +24.0% | +9.4% |
| 30D | +11.7% | -14.6% | +26.3% | +14.8% |
| 3M | -7.4% | -20.1% | +12.7% | -5.4% |
| 6M | +40.6% | -36.3% | +76.9% | +50.7% |
| YTD | +94.3% | -44.9% | +139.1% | +115.8% |
| 1Y | +164.3% | -38.6% | +202.9% | +180.2% |
| 3Y | +221.0% | +4.0% | +217.0% | +169.8% |
| 5Y | +139.1% | +99.5% | +39.6% | +52.8% |
| All | +286.5% | +606.0% | -319.5% | +43.6% |
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