+1,236.8%
EWY vs FIX
+28,634.8%
-27,398.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.1% |
| 7D | +4.8% | +6.0% | -1.2% | +3.3% |
| 30D | +11.7% | -7.2% | +18.9% | +13.8% |
| 3M | -7.4% | -15.9% | +8.4% | -2.6% |
| 6M | +40.6% | +12.7% | +27.8% | +37.8% |
| YTD | +94.3% | +72.8% | +21.5% | +71.9% |
| 1Y | +164.3% | +122.9% | +41.4% | +118.3% |
| 3Y | +221.0% | +774.3% | -553.3% | +80.2% |
| 5Y | +139.1% | +2,049.5% | -1,910.4% | +5.7% |
| 10Y | +298.8% | +5,821.5% | -5,522.7% | +29.9% |
| All | +1,236.8% | +28,634.8% | -27,398.0% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling