+147.8%
EWY vs FLR
+31.4%
+116.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.7% |
| 7D | -0.1% | -3.5% | +3.4% | +1.7% |
| 30D | +7.3% | +4.2% | +3.1% | +4.9% |
| 3M | -5.1% | +8.1% | -13.2% | -9.1% |
| 6M | +42.1% | +21.5% | +20.5% | +28.1% |
| YTD | +94.1% | +36.8% | +57.4% | +72.5% |
| 1Y | +147.8% | +31.2% | +116.6% | +117.8% |
| All | +147.8% | +31.4% | +116.4% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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