+905.8%
EWY vs FIX
+19,764.4%
-18,858.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +1.3% |
| 7D | -6.3% | -7.2% | +1.0% | -4.6% |
| 30D | -19.8% | -35.1% | +15.3% | -10.7% |
| 3M | -14.4% | -34.3% | +19.8% | -5.1% |
| 6M | -25.3% | -42.9% | +17.6% | -13.6% |
| YTD | +46.2% | +19.5% | +26.7% | +41.6% |
| 1Y | +58.3% | +16.8% | +41.5% | +53.6% |
| 3Y | +155.0% | +506.7% | -351.7% | +57.2% |
| 5Y | +99.5% | +1,046.7% | -947.2% | +3.0% |
| 10Y | +219.4% | +3,800.0% | -3,580.5% | +15.7% |
| All | +905.8% | +19,764.4% | -18,858.6% | +161.5% |
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 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