+222.9%
EWY vs FLR
+54.2%
+168.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.9% |
| 7D | -0.1% | -3.5% | +3.4% | +1.1% |
| 30D | +7.3% | +4.2% | +3.1% | +5.8% |
| 3M | -5.1% | +8.1% | -13.2% | -7.6% |
| 6M | +42.1% | +21.5% | +20.5% | +33.8% |
| YTD | +94.1% | +36.8% | +57.4% | +78.5% |
| 1Y | +147.8% | +31.2% | +116.6% | +128.7% |
| 3Y | +222.9% | +53.9% | +169.0% | +168.2% |
| All | +222.9% | +54.2% | +168.7% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling