+91.0%
EWY vs FICO
+81.4%
+9.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.1% |
| 7D | -10.4% | -0.9% | -9.4% | -10.3% |
| 30D | -25.4% | +3.3% | -28.8% | -25.9% |
| 3M | -16.5% | -31.7% | +15.2% | -14.4% |
| 6M | -24.7% | -34.0% | +9.3% | -24.2% |
| YTD | +40.9% | -58.3% | +99.3% | +53.3% |
| 1Y | +49.8% | -57.9% | +107.7% | +62.3% |
| 3Y | +134.8% | -24.1% | +158.9% | +109.2% |
| All | +91.0% | +81.4% | +9.5% | +32.7% |
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