+164.3%
EWY vs FIX
+128.3%
+36.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.5% |
| 7D | +4.8% | +6.0% | -1.2% | +1.3% |
| 30D | +11.7% | -7.2% | +18.9% | +16.5% |
| 3M | -7.4% | -15.9% | +8.4% | +2.5% |
| 6M | +40.6% | +12.7% | +27.8% | +36.8% |
| YTD | +94.3% | +72.8% | +21.5% | +70.0% |
| 1Y | +164.3% | +122.9% | +41.4% | +122.0% |
| All | +164.3% | +128.3% | +36.0% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling