+226.4%
EWY vs FITB
+128.2%
+98.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | +17.0% | -5.1% | +22.1% | +18.4% |
| 3M | +3.7% | +3.5% | +0.1% | +2.3% |
| 6M | +42.5% | +17.2% | +25.3% | +35.5% |
| YTD | +96.2% | +17.6% | +78.6% | +86.0% |
| 1Y | +160.4% | +23.4% | +137.0% | +143.2% |
| All | +226.4% | +128.2% | +98.3% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling