+164.3%
EWY vs FIG
-56.9%
+221.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +4.4% |
| 7D | +4.8% | -16.3% | +21.1% | +4.1% |
| 30D | +11.7% | -14.3% | +26.0% | +11.3% |
| 3M | -7.4% | +7.2% | -14.6% | -5.6% |
| 6M | +40.6% | -18.6% | +59.2% | +46.7% |
| YTD | +94.3% | -35.5% | +129.7% | +109.0% |
| 1Y | +164.3% | -55.8% | +220.1% | +194.7% |
| All | +164.3% | -56.9% | +221.1% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling