+98.5%
EWY vs FITB
+48.6%
+49.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.2% | +2.8% | +1.5% | +3.4% |
| 30D | -10.7% | +9.8% | -20.5% | -13.1% |
| 3M | -20.1% | -5.2% | -14.9% | -18.9% |
| 6M | -24.3% | +17.3% | -41.6% | -28.3% |
| YTD | +46.9% | +19.3% | +27.6% | +38.0% |
| 1Y | +55.2% | +32.7% | +22.5% | +41.0% |
| 3Y | +157.0% | +141.6% | +15.4% | +88.4% |
| All | +98.5% | +48.6% | +49.9% | +69.9% |
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