+290.8%
EWY vs FITB
+288.7%
+2.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +9.3% | -5.5% | +14.8% | +11.1% |
| 3M | +2.4% | +4.1% | -1.7% | +0.8% |
| 6M | +40.3% | +18.7% | +21.6% | +32.2% |
| YTD | +88.0% | +18.2% | +69.8% | +77.1% |
| 1Y | +143.8% | +23.7% | +120.2% | +125.6% |
| 3Y | +217.8% | +130.8% | +87.0% | +136.7% |
| 5Y | +142.7% | +69.8% | +73.0% | +94.4% |
| All | +290.8% | +288.7% | +2.1% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling