+156.7%
EWY vs FIG
-74.0%
+230.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.2% |
| 7D | +1.2% | -12.2% | +13.4% | +0.8% |
| 30D | +9.3% | -11.0% | +20.3% | +9.0% |
| 3M | +2.4% | +11.9% | -9.4% | +3.0% |
| 6M | +40.3% | -21.9% | +62.2% | +43.4% |
| YTD | +88.0% | -40.8% | +128.8% | +94.6% |
| 1Y | +143.8% | -56.6% | +200.5% | +155.9% |
| All | +156.7% | -74.0% | +230.6% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling