+831.8%
EWY vs FICO
+5,716.4%
-4,884.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.9% | -14.4% | -13.7% |
| 7D | -18.6% | -0.3% | -18.4% | -18.6% |
| 30D | -29.4% | +1.7% | -31.1% | -30.6% |
| 3M | -22.2% | -35.2% | +13.0% | -14.9% |
| 6M | -24.1% | -33.7% | +9.5% | -20.2% |
| YTD | +35.4% | -58.2% | +93.6% | +62.0% |
| 1Y | +39.3% | -56.6% | +95.9% | +64.0% |
| 3Y | +137.0% | -24.0% | +161.0% | +114.7% |
| 5Y | +83.9% | +86.1% | -2.1% | +14.2% |
| 10Y | +192.4% | +522.8% | -330.4% | +8.2% |
| All | +831.8% | +5,716.4% | -4,884.6% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling