+51.9%
EWY vs FIX
+14.0%
+37.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | -2.0% |
| 7D | -6.3% | -7.2% | +1.0% | -3.2% |
| 30D | -19.8% | -35.1% | +15.3% | +3.6% |
| 3M | -14.4% | -34.3% | +19.8% | +8.8% |
| 6M | -25.3% | -42.9% | +17.6% | +4.4% |
| YTD | +46.2% | +19.5% | +26.7% | +53.8% |
| All | +51.9% | +14.0% | +37.8% | +60.7% |
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