+1,236.8%
EWY vs FITB
+173.5%
+1,063.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +11.7% | -4.7% | +16.4% | +13.0% |
| 3M | -7.4% | +6.7% | -14.1% | -9.2% |
| 6M | +40.6% | +12.6% | +28.0% | +35.7% |
| YTD | +94.3% | +19.1% | +75.2% | +84.6% |
| 1Y | +164.3% | +22.6% | +141.6% | +148.4% |
| 3Y | +221.0% | +127.1% | +93.9% | +153.2% |
| 5Y | +139.1% | +71.8% | +67.3% | +98.7% |
| 10Y | +298.8% | +287.2% | +11.6% | +152.1% |
| All | +1,236.8% | +173.5% | +1,063.3% | +743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling