+100.5%
EWY vs FIG
-77.1%
+177.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.8% |
| 7D | +4.2% | +3.4% | +0.8% | +4.2% |
| 30D | -10.7% | -9.5% | -1.2% | -10.6% |
| 3M | -20.1% | -26.2% | +6.1% | -20.4% |
| 6M | -24.3% | +2.7% | -27.0% | -24.0% |
| YTD | +46.9% | -48.0% | +94.8% | +52.0% |
| 1Y | +55.2% | -52.0% | +107.2% | +60.9% |
| All | +100.5% | -77.1% | +177.6% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling