+142.6%
EWY vs FICO
+99.8%
+42.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.7% | +21.3% | +6.4% |
| 7D | +4.8% | -19.2% | +24.0% | +7.0% |
| 30D | +11.7% | -14.6% | +26.3% | +13.2% |
| 3M | -7.4% | -20.1% | +12.7% | -6.9% |
| 6M | +40.6% | -36.3% | +76.9% | +46.3% |
| YTD | +94.3% | -44.9% | +139.1% | +107.5% |
| 1Y | +164.3% | -38.6% | +202.9% | +173.0% |
| 3Y | +221.0% | +4.0% | +217.0% | +178.0% |
| All | +142.6% | +99.8% | +42.8% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling