+161.7%
EWY vs FIX
+132.0%
+29.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.8% |
| 7D | +8.0% | +6.1% | +2.0% | +4.4% |
| 30D | +14.3% | -2.7% | +17.0% | +16.0% |
| 3M | +2.3% | -10.9% | +13.2% | +9.8% |
| 6M | +49.9% | +29.0% | +20.9% | +38.6% |
| YTD | +95.3% | +76.9% | +18.5% | +68.4% |
| 1Y | +161.7% | +130.7% | +31.0% | +115.5% |
| All | +161.7% | +132.0% | +29.7% | +115.5% |
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