+157.0%
EWY vs FIX
+503.5%
-346.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +4.2% | +9.4% | -5.2% | +0.9% |
| 30D | -10.7% | -27.8% | +17.1% | -0.7% |
| 3M | -20.1% | -35.6% | +15.5% | -7.8% |
| 6M | -24.3% | -45.2% | +20.9% | -7.9% |
| YTD | +46.9% | +19.5% | +27.4% | +50.5% |
| 1Y | +55.2% | +24.2% | +31.0% | +57.5% |
| 3Y | +157.0% | +494.2% | -337.2% | +81.3% |
| All | +157.0% | +503.5% | -346.5% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling