+222.9%
EWY vs FISV
-57.6%
+280.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +3.3% |
| 7D | -0.1% | -2.7% | +2.6% | -0.1% |
| 30D | +7.3% | 0.0% | +7.3% | +7.3% |
| 3M | -5.1% | -2.8% | -2.3% | -5.1% |
| 6M | +42.1% | -11.8% | +53.9% | +42.6% |
| YTD | +94.1% | -23.2% | +117.3% | +96.1% |
| 1Y | +147.8% | -62.0% | +209.8% | +160.0% |
| 3Y | +222.9% | -57.6% | +280.5% | +179.5% |
| All | +222.9% | -57.6% | +280.6% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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