+910.6%
EWY vs FITB
+173.9%
+736.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.2% | +2.8% | +1.5% | +3.5% |
| 30D | -10.7% | +9.8% | -20.5% | -12.8% |
| 3M | -20.1% | -5.2% | -14.9% | -19.0% |
| 6M | -24.3% | +17.3% | -41.6% | -27.7% |
| YTD | +46.9% | +19.3% | +27.6% | +39.5% |
| 1Y | +55.2% | +32.7% | +22.5% | +43.2% |
| 3Y | +157.0% | +141.6% | +15.4% | +100.0% |
| 5Y | +98.9% | +48.9% | +50.0% | +71.8% |
| 10Y | +226.3% | +216.5% | +9.8% | +117.3% |
| All | +910.6% | +173.9% | +736.7% | +537.4% |
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