+167.9%
EWY vs FIG
-74.1%
+242.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +0.4% |
| 7D | +6.7% | -14.5% | +21.1% | +6.2% |
| 30D | +17.0% | -13.3% | +30.3% | +16.6% |
| 3M | +3.7% | +7.4% | -3.8% | +4.4% |
| 6M | +42.5% | -27.8% | +70.3% | +46.0% |
| YTD | +96.2% | -41.1% | +137.3% | +103.1% |
| 1Y | +160.4% | -58.7% | +219.1% | +173.1% |
| All | +167.9% | -74.1% | +242.0% | +178.3% |
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