+228.6%
EWY vs FICO
+3.0%
+225.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.7% | +21.3% | +5.0% |
| 7D | +4.8% | -19.2% | +24.0% | +5.4% |
| 30D | +11.7% | -14.6% | +26.3% | +12.0% |
| 3M | -7.4% | -20.1% | +12.7% | -8.2% |
| 6M | +40.6% | -36.3% | +76.9% | +43.2% |
| YTD | +94.3% | -44.9% | +139.1% | +102.0% |
| 1Y | +164.3% | -38.6% | +202.9% | +167.1% |
| All | +228.6% | +3.0% | +225.7% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling