+293.2%
EWY vs FIX
+5,976.4%
-5,683.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | +8.0% | +6.1% | +2.0% | +6.1% |
| 30D | +14.3% | -2.7% | +17.0% | +15.2% |
| 3M | +2.3% | -10.9% | +13.2% | +6.5% |
| 6M | +49.9% | +29.0% | +20.9% | +41.8% |
| YTD | +95.3% | +76.9% | +18.5% | +70.9% |
| 1Y | +161.7% | +130.7% | +31.0% | +112.6% |
| 3Y | +230.2% | +790.7% | -560.5% | +75.7% |
| 5Y | +148.1% | +2,185.6% | -2,037.4% | -1.9% |
| 10Y | +293.2% | +5,993.3% | -5,700.1% | +20.3% |
| All | +293.2% | +5,976.4% | -5,683.2% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling