+148.7%
EWY vs FITB
+68.5%
+80.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +7.3% | -5.7% | +13.0% | +9.0% |
| 3M | -5.1% | +3.2% | -8.3% | -6.4% |
| 6M | +42.1% | +23.4% | +18.7% | +32.6% |
| YTD | +94.1% | +18.8% | +75.3% | +82.7% |
| 1Y | +147.8% | +25.0% | +122.9% | +129.0% |
| 3Y | +222.9% | +131.2% | +91.7% | +140.8% |
| All | +148.7% | +68.5% | +80.2% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling